TY - JOUR
T1 - Two Numerical Approaches to Stationary Mean-Field Games
AU - Almulla, Noha
AU - Ferreira, Rita
AU - Gomes, Diogo A.
N1 - KAUST Repository Item: Exported on 2021-02-23
Acknowledgements: 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.
PY - 2016/10/4
Y1 - 2016/10/4
N2 - 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.
AB - 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.
UR - http://hdl.handle.net/10754/627030
UR - http://link.springer.com/10.1007/s13235-016-0203-5
UR - http://www.scopus.com/inward/record.url?scp=85029471535&partnerID=8YFLogxK
U2 - 10.1007/s13235-016-0203-5
DO - 10.1007/s13235-016-0203-5
M3 - Article
AN - SCOPUS:85029471535
SN - 2153-0785
VL - 7
SP - 657
EP - 682
JO - Dynamic Games and Applications
JF - Dynamic Games and Applications
IS - 4
ER -