A fully-discrete Semi-Lagrangian scheme for a first order mean field game problem
classification
🧮 math.NA
cs.NA
keywords
schemefieldfirstfully-discretegamemeanorderprove
read the original abstract
In this work we propose a fully-discrete Semi-Lagrangian scheme for a {\it first order mean field game system}. We prove that the resulting discretization admits at least one solution and, in the scalar case, we prove a convergence result for the scheme. Numerical simulations and examples are also discussed.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.