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A numerical method for Mean Field Games on networks
- Publication Year :
- 2017
- Publisher :
- EDP Sciences, 2017.
-
Abstract
- We propose a numerical method for stationary Mean Field Games defined on a network. In this framework a correct approximation of the transition conditions at the vertices plays a crucial role. We prove existence, uniqueness and convergence of the scheme and we also propose a least squares method for the solution of the discrete system. Numerical experiments are carried out.
- Subjects :
- Convergence
Finite difference schemes
Mean field games
Networks
Analysis
Numerical Analysis
Modeling and Simulation
Applied Mathematics
010103 numerical & computational mathematics
01 natural sciences
Modeling and simulation
Discrete system
Convergence (routing)
FOS: Mathematics
Applied mathematics
Uniqueness
Mathematics - Numerical Analysis
0101 mathematics
Mathematics - Optimization and Control
Mathematics
Numerical analysis
Numerical Analysis (math.NA)
010101 applied mathematics
Computational Mathematics
Mean field theory
Optimization and Control (math.OC)
Scheme (mathematics)
91A15, 35R02, 35B30, 49N70, 65M06
Subjects
Details
- Language :
- English
- Database :
- OpenAIRE
- Accession number :
- edsair.doi.dedup.....1615676995209cb53e8258f77c41e90d