Title :
Semi-Lagrangian schemes for mean field game models
Author :
Carlini, E. ; Silva, F.J.
Author_Institution :
Dipt. di Mat., Sapienza Univ. di Roma, Rome, Italy
Abstract :
In this work we consider first and second order Mean Field Games (MFGs) systems, introduced in [18], [19], [20]. For the first order case, we recall a fully-discrete Semi-Lagrangian (SL) scheme introduced in [9] and its main properties. We propose the natural extension of this scheme for the second order case and we present some numerical simulations.
Keywords :
game theory; MFG; SL; fully-discrete semiLagrangian scheme; mean field game models; numerical simulations; Approximation methods; Biological system modeling; Convergence; Equations; Games; Mathematical model; Viscosity;
Conference_Titel :
Decision and Control (CDC), 2013 IEEE 52nd Annual Conference on
Conference_Location :
Firenze
Print_ISBN :
978-1-4673-5714-2
DOI :
10.1109/CDC.2013.6760358
