• DocumentCode
    3530030
  • 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
  • fYear
    2013
  • fDate
    10-13 Dec. 2013
  • Firstpage
    3115
  • Lastpage
    3120
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control (CDC), 2013 IEEE 52nd Annual Conference on
  • Conference_Location
    Firenze
  • ISSN
    0743-1546
  • Print_ISBN
    978-1-4673-5714-2
  • Type

    conf

  • DOI
    10.1109/CDC.2013.6760358
  • Filename
    6760358
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3530030