In this work we propose a fully discrete semi-Lagrangian scheme for a first order mean field game system. We prove that the resulting discretization admits at least one solution and, in the scalar case, we prove a convergence result for the scheme. Numerical simulations and examples are also discussed.

In this work we propose a fully discrete semi-Lagrangian scheme for a first order mean field game system. We prove that the resulting discretization admits at least one solution and, in the scalar case, we prove a convergence result for the scheme. Numerical simulations and examples are also discussed.

A FULLY DISCRETE SEMI-LAGRANGIAN SCHEME FOR A FIRST ORDER MEAN FIELD GAME PROBLEM / Carlini, Elisabetta; Francisco J., Silva. - In: SIAM JOURNAL ON NUMERICAL ANALYSIS. - ISSN 0036-1429. - 52:1(2014), pp. 45-67. [10.1137/120902987]

A FULLY DISCRETE SEMI-LAGRANGIAN SCHEME FOR A FIRST ORDER MEAN FIELD GAME PROBLEM

CARLINI, Elisabetta;
2014

Abstract

In this work we propose a fully discrete semi-Lagrangian scheme for a first order mean field game system. We prove that the resulting discretization admits at least one solution and, in the scalar case, we prove a convergence result for the scheme. Numerical simulations and examples are also discussed.
2014
In this work we propose a fully discrete semi-Lagrangian scheme for a first order mean field game system. We prove that the resulting discretization admits at least one solution and, in the scalar case, we prove a convergence result for the scheme. Numerical simulations and examples are also discussed.
first order system; semi-lagrangian schemes; mean field games; numerical methods
01 Pubblicazione su rivista::01a Articolo in rivista
A FULLY DISCRETE SEMI-LAGRANGIAN SCHEME FOR A FIRST ORDER MEAN FIELD GAME PROBLEM / Carlini, Elisabetta; Francisco J., Silva. - In: SIAM JOURNAL ON NUMERICAL ANALYSIS. - ISSN 0036-1429. - 52:1(2014), pp. 45-67. [10.1137/120902987]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/559298
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