In this work we consider first and second order Mean Field Games (MFGs) systems, introduced in [18], [19], [20]. For the first order case, we recall a fully-discrete Semi- Lagrangian (SL) scheme introduced in [9] and its main properties. We propose the natural extension of this scheme for the second order case and we present some numerical simulations. ©2013 IEEE.
Semi-Lagrangian schemes for mean field game models / Carlini, Elisabetta; Francisco J., Silva. - STAMPA. - (2013), pp. 3115-3120. (Intervento presentato al convegno 52nd IEEE Conference on Decision and Control, CDC 2013 tenutosi a Florence; Italy nel 10 December 2013 through 13 December 2013) [10.1109/cdc.2013.6760358].
Semi-Lagrangian schemes for mean field game models
CARLINI, Elisabetta;
2013
Abstract
In this work we consider first and second order Mean Field Games (MFGs) systems, introduced in [18], [19], [20]. For the first order case, we recall a fully-discrete Semi- Lagrangian (SL) scheme introduced in [9] and its main properties. We propose the natural extension of this scheme for the second order case and we present some numerical simulations. ©2013 IEEE.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
