Mean field games: numerical methods
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Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Stochastic games, stochastic differential games (91A15) Mean field games (aspects of game theory) (91A16) Differential games (aspects of game theory) (91A23)
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Cited in
(only showing first 100 items - show all)- ``Phase diagram of a mean field game
- Optimal stopping in mean field games, an obstacle problem approach
- Optimal social policies in mean field games
- Metric gradient flows with state dependent functionals: the Nash-MFG equilibrium flows and their numerical schemes
- On the weak theory for mean field games systems
- Two numerical approaches to stationary mean-field games
- One-dimensional, forward-forward mean-field games with congestion
- One-dimensional, non-local, first-order stationary mean-field games with congestion: a Fourier approach
- New numerical methods for mean field games with quadratic costs
- Sharp semi-concavity in a non-autonomous control problem and \(L^p\) estimates in an optimal-exit MFG
- Numerical methods for finite-state mean-field games satisfying a monotonicity condition
- A game-theoretic framework for autonomous vehicles velocity control: bridging microscopic differential games and macroscopic mean field games
- Monotone solutions for mean field games master equations: finite state space and optimal stopping
- Artificial viscosity joint spacetime multigrid method for Hamilton-Jacobi-Bellman and Kolmogorov-Fokker-Planck system arising from mean field games
- A multi-step Lagrangian scheme for spatially inhomogeneous evolutionary games
- A mean field games approach to cluster analysis
- Numerical solution of mean field problem with limited management resource
- Hybrid control for optimal visiting problems for a single player and for a crowd
- Approximation of an optimal control problem for the time-fractional Fokker-Planck equation
- Linear-quadratic zero-sum mean-field type games: optimality conditions and policy optimization
- Splitting methods for a class of non-potential mean field games
- Stationary fully nonlinear mean-field games
- Optimal control of diffusion processes with terminal constraint in law
- Pseudospectral methods and iterative solvers for optimization problems from multiscale particle dynamics
- Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. II: The finite horizon case
- A simple multiscale method for mean field games
- Numerical methods for mean field games based on Gaussian processes and Fourier features
- Particle approximation of one-dimensional mean-field games with local interactions
- DeepSets and their derivative networks for solving symmetric PDEs
- A mean field game inverse problem
- Mean field games of controls: finite difference approximations
- Mean field control problems for vaccine distribution
- Jet lag recovery: synchronization of circadian oscillators as a mean field game
- Discrete-time ergodic mean-field games with average reward on compact spaces
- Non-coercive first order mean field games
- Modeling and computation of mean field equilibria in producers' game with emission permits trading
- On a mean field optimal control problem
- Value iteration algorithm for mean-field games
- Numerical solution of mean field games problems with turnpike effect
- Fokker-Planck equations of jumping particles and mean field games of impulse control
- Mean field games and applications: numerical aspects
- An introduction to mean field game theory
- Lattice approximations of the first-order mean field type differential games
- Weak solutions to Fokker-Planck equations and mean field games
- Connections between mean-field game and social welfare optimization
- Risk-sensitive mean field games via the stochastic maximum principle
- Fourier approximation methods for first-order nonlocal mean-field games
- The finite difference approximation preserving conjugate properties of the mean-field game equations
- Algorithm for Hamilton-Jacobi equations in density space via a generalized Hopf formula
- Approximations of two-dimensional mean field games with nonsymmetric controls
- Finite mean field games: fictitious play and convergence to a first order continuous mean field game
- Multi-population mean field games systems with Neumann boundary conditions
- Mean field games via controlled martingale problems: existence of Markovian equilibria
- Game theoretic decentralized feedback controls in Markov jump processes
- Finite difference methods for mean field games systems
- A mean field capital accumulation game with HARA utility
- Mean field games models -- a brief survey
- Mean-field games and dynamic demand management in power grids
- On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players
- On the system of partial differential equations arising in mean field type control
- A semi-Lagrangian scheme for a degenerate second order mean field game system
- Discrete time mean field games: the short-stage limit
- Equilibrium models with heterogeneous agents under rational expectations and its numerical solution
- Optimal control of conditioned processes with feedback controls
- Modeling and computation of mean field game with compound carbon abatement mechanisms
- Policy iteration method for time-dependent mean field games systems with non-separable Hamiltonians
- A primal-dual partial inverse algorithm for constrained monotone inclusions: applications to stochastic programming and mean field games
- Numerical resolution of McKean-Vlasov FBSDEs using neural networks
- Computational mean-field games on manifolds
- Time-dependent mean-field games in the superquadratic case
- A generalized Newton method for homogenization of Hamilton-Jacobi equations
- Finite difference methods for mean field games
- Strongly coupled elliptic equations related to mean-field games systems
- Mean field games: convergence of a finite difference method
- Mean field games: numerical methods for the planning problem
- Linear-quadratic mean field games
- Decomposition and mean-field approach to mixed integer optimal compensation problems
- Discrete time, finite state space mean field games
- A survey on numerical methods for mean field games
- Numerical methods for mean-field type optimal control problems
- Partial differential equation models in macroeconomics
- Partial differential equation models in the socio-economic sciences
- Mean field games models of segregation
- A numerical method for mean field games on networks
- Mean field games and applications
- Formulation and optimization control of a class of networked evolutionary games with switched topologies
- Discrete-time control for systems of interacting objects with unknown random disturbance distributions: a mean field approach
- Mean field games equations with quadratic Hamiltonian: a specific approach
- On the discretization of some nonlinear Fokker-Planck-Kolmogorov equations and applications
- A policy iteration method for mean field games
- Computation of mean field equilibria in economics
- Continuous time finite state mean field games
- Optimal transport and large number of particles
- A numerical scheme for a mean field game in some queueing systems based on Markov chain approximation method
- Preconditioning the augmented Lagrangian method for instationary mean field games with diffusion
- On the variational formulation of some stationary second-order mean field games systems
- Proximal methods for stationary mean field games with local couplings
- Hamilton-Jacobi-Bellman equations
- An ergodic problem for Mean Field Games: qualitative properties and numerical simulations
- CEMRACS 2017: numerical probabilistic approach to MFG
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