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.
A numerical method for mean field games on networks / Cacace, Simone; Camilli, Fabio; Marchi, Claudio. - In: MODÉLISATION MATHÉMATIQUE ET ANALYSE NUMÉRIQUE. - ISSN 0764-583X. - STAMPA. - 51:1(2017), pp. 63-88. [10.1051/m2an/2016015]
A numerical method for mean field games on networks
CACACE, SIMONE;CAMILLI, FABIO;
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.File allegati a questo prodotto
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