Two numerical methods for mean-field games

dc.contributor.author	Gomes, Diogo A.
dc.date.accessioned	2017-06-08T06:32:30Z
dc.date.available	2017-06-08T06:32:30Z
dc.date.issued	2016-01-09
dc.identifier.uri	http://hdl.handle.net/10754/624873
dc.description.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.
dc.title	Two numerical methods for mean-field games
dc.type	Presentation
dc.contributor.department	Applied Mathematics and Computational Science Program
dc.contributor.department	Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
dc.conference.date	January 5-10, 2016
dc.conference.name	Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2016)
dc.conference.location	KAUST
kaust.person	Gomes, Diogo A.
refterms.dateFOA	2018-06-13T17:22:33Z