A simple multiscale method for mean field games

DOI10.1016/J.JCP.2021.110385OpenAlexW3042021871MaRDI QIDQ2129271FDOQ2129271

Haoya Li, Yu-Wei Fan, Lexing Ying

Publication date: 22 April 2022

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.04594

zbMATH Keywords

mean field gamesmultiscale methodsecond-order schemenumerical relaxationalternating sweeping

Mathematics Subject Classification ID

Partial differential equations of mathematical physics and other areas of application (35Qxx) Game theory (91Axx) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx)

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Cited In (5)

• A fast proximal gradient method and convergence analysis for dynamic mean field planning
• A Simple Multiscale Method for Mean Field Games
• Random features for high-dimensional nonlocal mean-field games
• Hyperplane Separation Technique for Multidimensional Mean-Payoff Games
• Numerical analysis of an extended mean field game for harvesting common fishery resource

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