Two Numerical Approaches to Stationary Mean-Field Games

Handle URI:
http://hdl.handle.net/10754/627030
Title:
Two Numerical Approaches to Stationary Mean-Field Games
Authors:
Almulla, Noha; Ferreira, Rita ( 0000-0002-7169-9141 ) ; 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 and Engineering (CEMSE) Division; Applied Mathematics and Computational Science Program; Center for Uncertainty Quantification in Computational Science and Engineering (SRI-UQ)
Citation:
Almulla N, Ferreira R, Gomes D (2016) Two Numerical Approaches to Stationary Mean-Field Games. Dynamic Games and Applications 7: 657–682. Available: http://dx.doi.org/10.1007/s13235-016-0203-5.
Publisher:
Springer Nature
Journal:
Dynamic Games and Applications
Issue Date:
4-Oct-2016
DOI:
10.1007/s13235-016-0203-5
Type:
Article
ISSN:
2153-0785; 2153-0793
Sponsors:
The authors were partially supported by King Abdullah University of Science and Technology baseline and start-up funds and by KAUST SRI, Center for Uncertainty Quantification in Computational Science and Engineering.
Appears in Collections:
Articles; Applied Mathematics and Computational Science Program; Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division

Full metadata record

DC FieldValue Language
dc.contributor.authorAlmulla, Nohaen
dc.contributor.authorFerreira, Ritaen
dc.contributor.authorGomes, Diogo A.en
dc.date.accessioned2018-02-01T12:01:30Z-
dc.date.available2018-02-01T12:01:30Z-
dc.date.issued2016-10-04en
dc.identifier.citationAlmulla N, Ferreira R, Gomes D (2016) Two Numerical Approaches to Stationary Mean-Field Games. Dynamic Games and Applications 7: 657–682. Available: http://dx.doi.org/10.1007/s13235-016-0203-5.en
dc.identifier.issn2153-0785en
dc.identifier.issn2153-0793en
dc.identifier.doi10.1007/s13235-016-0203-5en
dc.identifier.urihttp://hdl.handle.net/10754/627030-
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.description.sponsorshipThe authors were partially supported by King Abdullah University of Science and Technology baseline and start-up funds and by KAUST SRI, Center for Uncertainty Quantification in Computational Science and Engineering.en
dc.publisherSpringer Natureen
dc.subjectMean-field gamesen
dc.subjectMonotone schemesen
dc.subjectNumerical methodsen
dc.titleTwo Numerical Approaches to Stationary Mean-Field Gamesen
dc.typeArticleen
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Divisionen
dc.contributor.departmentApplied Mathematics and Computational Science Programen
dc.contributor.departmentCenter for Uncertainty Quantification in Computational Science and Engineering (SRI-UQ)en
dc.identifier.journalDynamic Games and Applicationsen
dc.contributor.institutionCollege of Science, University of Dammam, King Faisal Road, Dammam, , Saudi Arabiaen
kaust.authorFerreira, Ritaen
kaust.authorGomes, Diogo A.en
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