Dual two-state mean-field games
Analysis of PDEs
2014-09-23 v1 Optimization and Control
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
Cite
@article{arxiv.1409.6220,
title = {Dual two-state mean-field games},
author = {Diogo A. Gomes and Roberto M. Velho and Marie-Therese Wolfram},
journal= {arXiv preprint arXiv:1409.6220},
year = {2014}
}