In [14], Guéant, Lasry and Lions considered the model problem "What time does meeting start?" as a prototype for a general class of optimization problems with a continuum of players, called Mean Field Games problems. In this paper we consider a similar model, but with the dynamics of the agents defined on a network. We discuss appropriate transition conditions at the vertices which give a well posed problem and we present some numerical results.

A model problem for Mean Field Games on networks / Camilli, Fabio; Carlini, Elisabetta; Claudio, Marchi. - In: DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS. - ISSN 1078-0947. - STAMPA. - 35:(2015), pp. 4173-4192. [10.3934/dcds.2015.35.4173]

A model problem for Mean Field Games on networks

CAMILLI, FABIO;CARLINI, Elisabetta;
2015

Abstract

In [14], Guéant, Lasry and Lions considered the model problem "What time does meeting start?" as a prototype for a general class of optimization problems with a continuum of players, called Mean Field Games problems. In this paper we consider a similar model, but with the dynamics of the agents defined on a network. We discuss appropriate transition conditions at the vertices which give a well posed problem and we present some numerical results.
2015
Mean field games; networks; numerical methods; stochastic optimal control
01 Pubblicazione su rivista::01a Articolo in rivista
A model problem for Mean Field Games on networks / Camilli, Fabio; Carlini, Elisabetta; Claudio, Marchi. - In: DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS. - ISSN 1078-0947. - STAMPA. - 35:(2015), pp. 4173-4192. [10.3934/dcds.2015.35.4173]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/780767
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