Discrete potential mean field games: duality and numerical resolution (Q6052060): Difference between revisions

A general class of discrete time and finite state space mean field game problems with potential structure incorporating interactions through a congestion term and a price variable are introduced and studied. Connections between these game problems and two optimal control problems are investigated by meas of duality. Two families of numerical methods, namely primal-dual proximal and alternating direction method of multipliers, are employed for solving such problems, and computational results for two examples with hard constraints are provided.