Approximation of deterministic mean field games under polynomial growth conditions on the data
Optimization and Control
2023-05-03 v1
Abstract
We consider a deterministic mean field games problem in which a typical agent solves an optimal control problem where the dynamics is affine with respect to the control and the cost functional has a growth which is polynomial with respect to the state variable. In this framework, we construct a mean field game problem in discrete time and finite state space that approximates equilibria of the original game. Two numerical examples, solved with the fictitious play method, are presented.
Cite
@article{arxiv.2305.01445,
title = {Approximation of deterministic mean field games under polynomial growth conditions on the data},
author = {Justina Gianatti and Francisco J. Silva and Ahmad Zorkot},
journal= {arXiv preprint arXiv:2305.01445},
year = {2023}
}
Comments
14 pages, 3 figures