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arXiv · 1511.06576

Two numerical approaches to stationary mean-field games

Noha Almulla·Rita Ferreira·Diogo Gomes
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Abstract

Here, we consider numerical methods for stationary mean-field games (MFG) and investigate two classes of algorithms. The first one is a gradient-flow method based on the variational characterization of certain MFG. The second one uses monotonicity properties of MFG. We illustrate our methods with various examples, including one-dimensional periodic MFG, congestion problems, and higher-dimensional models.

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Noha Almulla, Rita Ferreira, Diogo Gomes. 2015-11-20. Two numerical approaches to stationary mean-field games. https://arxiv.org/abs/1511.06576

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