A numerical method for Mean Field Games on networks
Numerical Analysis
2015-11-23 v2 Optimization and Control
Abstract
We propose a numerical method for stationary Mean Field Games defined on a network. In this framework a correct approximation of the transition conditions at the vertices plays a crucial role. We prove existence, uniqueness and convergence of the scheme and we also propose a least squares method for the solution of the discrete system. Numerical experiments are carried out.
Cite
@article{arxiv.1507.03731,
title = {A numerical method for Mean Field Games on networks},
author = {Simone Cacace and Fabio Camilli and Claudio Marchi},
journal= {arXiv preprint arXiv:1507.03731},
year = {2015}
}