NANov 20, 2015
Two numerical approaches to stationary mean-field gamesNoha Almulla, Rita Ferreira, Diogo Gomes
Here, we consider numerical methods for stationary mean-field games (MFG) and investigate two classes of algorithms. The first one is a gradient-flow method based on the variational characterization of certain MFG. The second one uses monotonicity properties of MFG. We illustrate our methods with various examples, including one-dimensional periodic MFG, congestion problems, and higher-dimensional models.