Numerical methods for finite-state mean-field games satisfying a monotonicity condition
From MaRDI portal
Publication:2019984
DOI10.1007/s00245-018-9510-0zbMath1460.91030OpenAlexW2885190145WikidataQ129429085 ScholiaQ129429085MaRDI QIDQ2019984
João Saúde, Diogo Aguiar Gomes
Publication date: 22 April 2021
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10754/628842
Numerical methods for initial value problems involving ordinary differential equations (65L05) Mean field games (aspects of game theory) (91A16)
Related Items (9)
Numerical methods for mean field games based on Gaussian processes and Fourier features ⋮ Particle approximation of one-dimensional mean-field games with local interactions ⋮ Existence of Weak Solutions to Stationary Mean-Field Games through Variational Inequalities ⋮ Deep neural network solution for finite state mean field game with error estimation ⋮ Polarization and coherence in mean field games driven by private and social utility ⋮ Policy iteration method for time-dependent mean field games systems with non-separable Hamiltonians ⋮ Computational mean-field games on manifolds ⋮ On some singular mean-field games ⋮ Splitting methods for a class of non-potential mean field games
Cites Work
- A semi-Lagrangian scheme for a degenerate second order mean field game system
- Continuous time finite state mean field games
- On the convergence of finite state mean-field games through \(\Gamma\)-convergence
- Mean-field-game model of corruption
- Mean field games. I: The stationary case
- Mean field games. II: Finite horizon and optimal control
- Existence and uniqueness result for mean field games with congestion effect on graphs
- A variational approach to second order mean field games with density constraints: the stationary case
- Discrete time, finite state space mean field games
- Two numerical approaches to stationary mean-field games
- Iterative strategies for solving linearized discrete mean field games systems
- Long time average of mean field games
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Mean field games models -- a brief survey
- Regularity Theory for Mean-Field Game Systems
- Finite Difference Methods for Mean Field Games
- Long Time Average of Mean Field Games with a Nonlocal Coupling
- Mean Field Games: Numerical Methods for the Planning Problem
- Socio-economic applications of finite state mean field games
- Mean field games models of segregation
- PARADIGM SHIFT: A MEAN FIELD GAME APPROACH
- Existence of Weak Solutions to Stationary Mean-Field Games through Variational Inequalities
- On the Variational Formulation of Some Stationary Second-Order Mean Field Games Systems
- Proximal Methods for Stationary Mean Field Games with Local Couplings
- Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
- Mean Field Games: Numerical Methods
- A Fully Discrete Semi-Lagrangian Scheme for a First Order Mean Field Game Problem
This page was built for publication: Numerical methods for finite-state mean-field games satisfying a monotonicity condition
