Mean field games of controls: finite difference approximations

DOI10.3934/mine.2021024zbMath1496.91011arXiv2003.03968OpenAlexW3009364473MaRDI QIDQ2167461

Ziad Kobeissi, Yves Achdou

Publication date: 25 August 2022

Published in: Mathematics in Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.03968

zbMATH Keywords

finite difference methodnumerical simulationscrowd motionmean field gamesinteractions via controls

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Nonlinear parabolic equations (35K55) Optimal stochastic control (93E20) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Fokker-Planck equations (35Q84) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16) PDEs in connection with mean field game theory (35Q89)

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A variational approach to first order kinetic mean field games with local couplings, Mean field games with monotonous interactions through the law of states and controls of the agents, On classical solutions to the mean field game system of controls, Linear-quadratic mean field games of controls with non-monotone data, Discrete potential mean field games: duality and numerical resolution, Sensitivity of MFG SEIR-HCD epidemiological model, Learning Optimal Policies in Potential Mean Field Games: Smoothed Policy Iteration Algorithms, Mean field games of controls: on the convergence of Nash equilibria, A Cucker--Smale Inspired Deterministic Mean Field Game with Velocity Interactions, Mean field games of controls: propagation of monotonicities

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