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arxiv: 1511.06576 · v1 · pith:T3OPVXJOnew · submitted 2015-11-20 · 🧮 math.NA

Two numerical approaches to stationary mean-field games

classification 🧮 math.NA
keywords gamesmean-fieldmethodsnumericalstationaryalgorithmsapproachescertain
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Here, we consider numerical methods for stationary mean-field games (MFG) and investigate two classes of algorithms. The first one is a gradient-flow method based on the variational characterization of certain MFG. The second one uses monotonicity properties of MFG. We illustrate our methods with various examples, including one-dimensional periodic MFG, congestion problems, and higher-dimensional models.

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