We discuss convergence results for a class of finite difference schemes approximating Mean Field Games systems either on the torus or a network. We also propose a quasi-Newton method for the computation of discrete solutions, based on a least squares formulation of the problem. Several numerical experiments are carried out including the case with two or more competing populations.

Finite difference methods for mean field games systems / Cacace, S.; Camilli, F.. - (2018), pp. 21-47. - SPRINGER INDAM SERIES. [10.1007/978-3-030-01947-1_2].

Finite difference methods for mean field games systems

Cacace S.;Camilli F.
2018

Abstract

We discuss convergence results for a class of finite difference schemes approximating Mean Field Games systems either on the torus or a network. We also propose a quasi-Newton method for the computation of discrete solutions, based on a least squares formulation of the problem. Several numerical experiments are carried out including the case with two or more competing populations.
2018
Springer INdAM Series
978-3-030-01946-4
978-3-030-01947-1
Finite difference; Mean field games; Networks; Newton-like methods; Numerical methods
02 Pubblicazione su volume::02a Capitolo o Articolo
Finite difference methods for mean field games systems / Cacace, S.; Camilli, F.. - (2018), pp. 21-47. - SPRINGER INDAM SERIES. [10.1007/978-3-030-01947-1_2].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1324821
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