• DocumentCode
    114931
  • Title

    Dual two-state mean-field games

  • Author

    Gomes, Diogo ; Velho, Roberto M. ; Wolfram, Marie-Therese

  • Author_Institution
    King Abdullah Univ., Thuwal, Saudi Arabia
  • fYear
    2014
  • fDate
    15-17 Dec. 2014
  • Firstpage
    2703
  • Lastpage
    2708
  • Abstract
    In this paper, we consider two-state mean-field games and its dual formulation. We then discuss numerical methods for these problems. Finally, we present various numerical experiments, exhibiting different behaviours, including shock formation, lack of invertibility, and monotonicity loss.
  • Keywords
    game theory; numerical analysis; dual formulation; dual two-state mean field games; invertibility; monotonicity loss; numerical methods; shock formation; Boundary conditions; Electric shock; Equations; Games; Mathematical model; Switches; Transforms;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control (CDC), 2014 IEEE 53rd Annual Conference on
  • Conference_Location
    Los Angeles, CA
  • Print_ISBN
    978-1-4799-7746-8
  • Type

    conf

  • DOI
    10.1109/CDC.2014.7039803
  • Filename
    7039803
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=114931