Show simple item record

dc.contributor.authorGomes, Diogo A.
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.
dc.titleTwo numerical methods for mean-field games
dc.typePresentation
dc.contributor.departmentApplied Mathematics and Computational Science Program
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
dc.conference.dateJanuary 5-10, 2016
dc.conference.nameAdvances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2016)
dc.conference.locationKAUST
kaust.personGomes, Diogo A.
refterms.dateFOA2018-06-13T17:22:33Z


Files in this item

This item appears in the following Collection(s)

Show simple item record