Dual two-state mean-field games

Diogo Gomes; Roberto Machado Velho; Marie-Therese Wolfram

doi:10.1109/CDC.2014.7039803

Dual two-state mean-field games

Diogo Gomes, Roberto Machado Velho, Marie-Therese Wolfram

Computer, Electrical and Mathematical Sciences and Engineering

Research output: Contribution to journal › Conference article › peer-review

10 Scopus citations

Abstract

In this paper, we consider two-state mean-field games and its dual formulation. We then discuss numerical methods for these problems. Finally, we present various numerical experiments, exhibiting different behaviours, including shock formation, lack of invertibility, and monotonicity loss.

Original language	English (US)
Article number	7039803
Pages (from-to)	2703-2708
Number of pages	6
Journal	Proceedings of the IEEE Conference on Decision and Control
Volume	2015-February
Issue number	February
DOIs	https://doi.org/10.1109/CDC.2014.7039803
State	Published - Jan 1 2014
Event	2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014 - Los Angeles, United States Duration: Dec 15 2014 → Dec 17 2014

ASJC Scopus subject areas

Control and Systems Engineering
Modeling and Simulation
Control and Optimization

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10.1109/CDC.2014.7039803

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title = "Dual two-state mean-field games",

abstract = "In this paper, we consider two-state mean-field games and its dual formulation. We then discuss numerical methods for these problems. Finally, we present various numerical experiments, exhibiting different behaviours, including shock formation, lack of invertibility, and monotonicity loss.",

author = "Diogo Gomes and {Machado Velho}, Roberto and Marie-Therese Wolfram",

year = "2014",

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doi = "10.1109/CDC.2014.7039803",

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AU - Machado Velho, Roberto

AU - Wolfram, Marie-Therese

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AB - In this paper, we consider two-state mean-field games and its dual formulation. We then discuss numerical methods for these problems. Finally, we present various numerical experiments, exhibiting different behaviours, including shock formation, lack of invertibility, and monotonicity loss.

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U2 - 10.1109/CDC.2014.7039803

DO - 10.1109/CDC.2014.7039803

M3 - Conference article

AN - SCOPUS:84988253977

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SP - 2703

EP - 2708

JO - Proceedings of the IEEE Conference on Decision and Control

JF - Proceedings of the IEEE Conference on Decision and Control

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T2 - 2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014

Y2 - 15 December 2014 through 17 December 2014

ER -

Dual two-state mean-field games

Abstract

ASJC Scopus subject areas

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