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dc.contributor.advisorGomes, Diogo A.
dc.contributor.authorYang, Xianjin
dc.date.accessioned2020-07-08T13:20:36Z
dc.date.available2020-07-08T13:20:36Z
dc.date.issued2020-07
dc.identifier.doi10.25781/KAUST-7NX3G
dc.identifier.urihttp://hdl.handle.net/10754/664089
dc.description.abstractMean-field games (MFGs) study the behavior of rational and indistinguishable agents in a large population. Agents seek to minimize their cost based upon statis- tical information on the population’s distribution. In this dissertation, we study the homogenization of a stationary first-order MFG and seek to find a numerical method to solve the homogenized problem. More precisely, we characterize the asymptotic behavior of a first-order stationary MFG with a periodically oscillating potential. Our main tool is the two-scale convergence. Using this convergence, we rigorously derive the two-scale homogenized and the homogenized MFG problems. Moreover, we prove existence and uniqueness of the solution to these limit problems. Next, we notice that the homogenized problem resembles the problem involving effective Hamiltoni- ans and Mather measures, which arise in several problems, including homogenization of Hamilton–Jacobi equations, nonlinear control systems, and Aubry–Mather theory. Thus, we develop algorithms to solve the homogenized problem, the effective Hamil- tonians, and Mather measures. To do that, we construct the Hessian Riemannian flow. We prove the convergence of the Hessian Riemannian flow in the continuous setting. For the discrete case, we give both the existence and the convergence of the Hessian Riemannian flow. In addition, we explore a variant of Newton’s method that greatly improves the performance of the Hessian Riemannian flow. In our numerical experiments, we see that our algorithms preserve the non-negativity of Mather mea- sures and are more stable than related methods in problems that are close to singular. Furthermore, our method also provides a way to approximate stationary MFGs.
dc.language.isoen
dc.subjectMean-field Games
dc.subjectHomogenization
dc.subjectEffective Hamiltonian
dc.subjectTwo-scale convergence
dc.subjectHessian Riemannian Flow
dc.subjectMather Measures
dc.titleTwo-scale Homogenization and Numerical Methods for Stationary Mean-field Games
dc.typeDissertation
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
thesis.degree.grantorKing Abdullah University of Science and Technology
dc.contributor.committeememberShamma, Jeff S.
dc.contributor.committeememberParsani, Matteo
dc.contributor.committeememberAchdou, Yves
thesis.degree.disciplineApplied Mathematics and Computational Science
thesis.degree.nameDoctor of Philosophy
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refterms.dateFOA2020-07-08T13:20:37Z
kaust.request.doiyes


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