Type
ArticleKAUST Department
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) DivisionApplied Mathematics and Computational Science Program
Center for Uncertainty Quantification in Computational Science and Engineering (SRI-UQ)
Date
2016-10-04Online Publication Date
2016-10-04Print Publication Date
2017-12Permanent link to this record
http://hdl.handle.net/10754/627030
Metadata
Show full item recordAbstract
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.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.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.Publisher
Springer Science and Business Media LLCJournal
Dynamic Games and ApplicationsarXiv
1511.06576Additional Links
http://arxiv.org/pdf/1511.06576ae974a485f413a2113503eed53cd6c53
10.1007/s13235-016-0203-5