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Two Numerical Approaches to Stationary Mean-Field Games

dc.contributor.authorAlmulla, Noha
dc.contributor.authorFerreira, Rita
dc.contributor.authorGomes, Diogo A.
dc.date.accessioned2018-02-01T12:01:30Z
dc.date.available2018-02-01T12:01:30Z
dc.date.issued2016-10-04
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.
dc.identifier.issn2153-0785
dc.identifier.issn2153-0793
dc.identifier.doi10.1007/s13235-016-0203-5
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.
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.
dc.publisherSpringer Nature
dc.subjectMean-field games
dc.subjectMonotone schemes
dc.subjectNumerical methods
dc.titleTwo Numerical Approaches to Stationary Mean-Field Games
dc.typeArticle
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
dc.contributor.departmentApplied Mathematics and Computational Science Program
dc.contributor.departmentCenter for Uncertainty Quantification in Computational Science and Engineering (SRI-UQ)
dc.identifier.journalDynamic Games and Applications
dc.contributor.institutionCollege of Science, University of Dammam, King Faisal Road, Dammam, , Saudi Arabia
dc.identifier.arxivid1511.06576
kaust.personFerreira, Rita
kaust.personGomes, Diogo A.
dc.date.published-online2016-10-04
dc.date.published-print2017-12


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