Dual two-state mean-field games

Diogo Gomes; Roberto M. Velho; Marie Therese Wolfram

doi:10.1109/CDC.2014.7039803

Dual two-state mean-field games

Diogo Gomes, Roberto M. Velho, Marie Therese Wolfram

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

12 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)
Title of host publication	53rd IEEE Conference on Decision and Control,CDC 2014
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	2703-2708
Number of pages	6
Edition	February
ISBN (Electronic)	9781479977468
DOIs	https://doi.org/10.1109/CDC.2014.7039803
State	Published - 2014
Event	2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014 - Los Angeles, United States Duration: Dec 15 2014 → Dec 17 2014

Publication series

Name	Proceedings of the IEEE Conference on Decision and Control
Number	February
Volume	2015-February
ISSN (Print)	0743-1546
ISSN (Electronic)	2576-2370

Other

Other	2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014
Country/Territory	United States
City	Los Angeles
Period	12/15/14 → 12/17/14

ASJC Scopus subject areas

Control and Systems Engineering
Modeling and Simulation
Control and Optimization

Access to Document

10.1109/CDC.2014.7039803

Cite this

Gomes, D., Velho, R. M., & Wolfram, M. T. (2014). Dual two-state mean-field games. In 53rd IEEE Conference on Decision and Control,CDC 2014 (February ed., pp. 2703-2708). Article 7039803 (Proceedings of the IEEE Conference on Decision and Control; Vol. 2015-February, No. February). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/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 Velho, {Roberto M.} and Wolfram, {Marie Therese}",

note = "Publisher Copyright: {\textcopyright} 2014 IEEE.; 2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014 ; Conference date: 15-12-2014 Through 17-12-2014",

year = "2014",

doi = "10.1109/CDC.2014.7039803",

language = "English (US)",

series = "Proceedings of the IEEE Conference on Decision and Control",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

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Gomes, D, Velho, RM & Wolfram, MT 2014, Dual two-state mean-field games. in 53rd IEEE Conference on Decision and Control,CDC 2014. February edn, 7039803, Proceedings of the IEEE Conference on Decision and Control, no. February, vol. 2015-February, Institute of Electrical and Electronics Engineers Inc., pp. 2703-2708, 2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014, Los Angeles, United States, 12/15/14. https://doi.org/10.1109/CDC.2014.7039803

Dual two-state mean-field games. / Gomes, Diogo; Velho, Roberto M.; Wolfram, Marie Therese.
53rd IEEE Conference on Decision and Control,CDC 2014. February. ed. Institute of Electrical and Electronics Engineers Inc., 2014. p. 2703-2708 7039803 (Proceedings of the IEEE Conference on Decision and Control; Vol. 2015-February, No. February).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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AU - Velho, Roberto M.

AU - Wolfram, Marie Therese

PY - 2014

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U2 - 10.1109/CDC.2014.7039803

DO - 10.1109/CDC.2014.7039803

M3 - Conference contribution

AN - SCOPUS:84988253977

T3 - Proceedings of the IEEE Conference on Decision and Control

SP - 2703

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

PB - Institute of Electrical and Electronics Engineers Inc.

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

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