Approximation of deterministic mean field games with control-affine dynamics
DOI10.1007/S10208-023-09629-4MaRDI QIDQ6659498
Justina Gianatti, Francisco J. Silva
Publication date: 9 January 2025
Published in: Foundations of Computational Mathematics (Search for Journal in Brave)
convergence resultsnumerical experiencesLagrangian equilibriumdeterministic mean field gamesapproximation of equilibriacontrol-affine dynamics
Rationality and learning in game theory (91A26) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65M99) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16) PDEs in connection with mean field game theory (35Q89)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Convex Hamilton-Jacobi equations under superlinear growth conditions on data
- Semiconcave functions, Hamilton-Jacobi equations, and optimal control
- Mean field games. I: The stationary case
- Mean field games. II: Finite horizon and optimal control
- Discrete time, finite state space mean field games
- Mean field games
- Relaxation of optimal control problems to equivalent convex programs
- Viscosity solutions of Hamilton-Jacobi equations
- A semi-discrete approximation for a first order mean field game problem
- Sharp semi-concavity in a non-autonomous control problem and \(L^p\) estimates in an optimal-exit MFG
- Ergodic behavior of control and mean field games problems depending on acceleration
- Mean field games with state constraints: from mild to pointwise solutions of the PDE system
- Non coercive unbounded first order mean field games: the Heisenberg example
- Non-coercive first order mean field games
- Deterministic mean field games with control on the acceleration
- Mean field games and applications: numerical aspects
- On the asymptotic nature of first order mean field games
- Fourier approximation methods for first-order nonlocal mean-field games
- Finite mean field games: fictitious play and convergence to a first order continuous mean field game
- Existence and uniqueness for mean field games with state constraints
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Mean field games models -- a brief survey
- Regularity Theory for Mean-Field Game Systems
- First order mean field games with density constraints: pressure equals price
- Mean field games: convergence of a finite difference method
- Learning in mean field games: The fictitious play
- Mean Field Games and Applications
- On the Discretization of Some Nonlinear Fokker--Planck--Kolmogorov Equations and Applications
- The Equivalence of Strong and Weak Formulations for Certain Problems in Optimal Control
- Minimal-time mean field games
- Mild and weak solutions of Mean Field Games problem for linear control systems
- Computational Methods for First-Order Nonlocal Mean Field Games with Applications
- Semi-Lagrangian Approximation Schemes for Linear and Hamilton—Jacobi Equations
- Mean Field Games and Mean Field Type Control Theory
- Probabilistic Theory of Mean Field Games with Applications I
- Mean Field Games: Numerical Methods
- A Fully Discrete Semi-Lagrangian Scheme for a First Order Mean Field Game Problem
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
- Direct methods in the calculus of variations
- On numerical approximations of fractional and nonlocal mean field games
This page was built for publication: Approximation of deterministic mean field games with control-affine dynamics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6659498)