Handle URI:
http://hdl.handle.net/10754/624873
Title:
Two numerical methods for mean-field games
Authors:
Gomes, Diogo A. ( 0000-0002-3129-3956 )
Abstract:
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.
KAUST Department:
Computer, Electrical and Mathematical Sciences & Engineering (CEMSE)
Conference/Event name:
Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2016)
Issue Date:
9-Jan-2016
Type:
Presentation
Appears in Collections:
Presentations; Conference on Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2016)

Full metadata record

DC FieldValue Language
dc.contributor.authorGomes, Diogo A.en
dc.date.accessioned2017-06-08T06:32:30Z-
dc.date.available2017-06-08T06:32:30Z-
dc.date.issued2016-01-09-
dc.identifier.urihttp://hdl.handle.net/10754/624873-
dc.description.abstractHere, 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.en
dc.titleTwo numerical methods for mean-field gamesen
dc.typePresentationen
dc.contributor.departmentComputer, Electrical and Mathematical Sciences & Engineering (CEMSE)en
dc.conference.dateJanuary 5-10, 2016en
dc.conference.nameAdvances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2016)en
dc.conference.locationKAUSTen
kaust.authorGomes, Diogo A.en
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