PMP-based numerical solution for mean field game problem of general nonlinear system

DOI10.1016/j.automatica.2022.110655zbMath1505.91063OpenAlexW4304759582MaRDI QIDQ2097834

Fuguo Xu, Qiaobin Fu, Tielong Shen

Publication date: 14 November 2022

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2022.110655

zbMATH Keywords

Newton methodPontryagin's maximum principlemean field gameLax-Friedrichs approach

Mathematics Subject Classification ID

Newton-type methods (49M15) Nonlinear systems in control theory (93C10) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)

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