Discrete potential mean field games: duality and numerical resolution (Q6052060)
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scientific article; zbMATH DE number 7753213
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| English | Discrete potential mean field games: duality and numerical resolution |
scientific article; zbMATH DE number 7753213 |
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Discrete potential mean field games: duality and numerical resolution (English)
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23 October 2023
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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.
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mean field games
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dynamic programming
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Kolmogorov equation
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duality theory
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primal-dual optimization
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ADMM
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ADM-G
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0.8239133358001709
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0.8163981437683105
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0.8135316371917725
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0.8116065263748169
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0.8100172281265259
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