Two Numerical Approaches to Stationary Mean-Field Games

Noha Almulla (), Rita Ferreira () and Diogo Gomes ()
Additional contact information
Noha Almulla: University of Dammam
Rita Ferreira: King Abdullah University of Science and Technology (KAUST)
Diogo Gomes: King Abdullah University of Science and Technology (KAUST)

Dynamic Games and Applications, 2017, vol. 7, issue 4, No 9, 657-682

Abstract: 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.

Keywords: Mean-field games; Monotone schemes; Numerical methods (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://link.springer.com/10.1007/s13235-016-0203-5 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:dyngam:v:7:y:2017:i:4:d:10.1007_s13235-016-0203-5

Ordering information: This journal article can be ordered from
http://www.springer.com/economics/journal/13235

DOI: 10.1007/s13235-016-0203-5

Access Statistics for this article

Dynamic Games and Applications is currently edited by Georges Zaccour

More articles in Dynamic Games and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().