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Mean field games: numerical methods for the planning problem

Abstract : Mean fields games describe the asymptotic behavior of differential games in which the number of players tends to +∞. Here we consider a numerical method for the optimal planning problem, i.e. the problem in which the positions of a very large number of identical rational agents, with common value function, evolve from a given initial spatial density to a desired target density at the final horizon time.
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Submitted on : Monday, March 22, 2010 - 4:39:31 PM
Last modification on : Wednesday, December 9, 2020 - 3:07:31 PM
Long-term archiving on: : Thursday, June 30, 2011 - 11:29:09 AM


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  • HAL Id : hal-00465404, version 1


Yves Achdou, Fabio Camilli, Italo Capuzzo-Dolcetta. Mean field games: numerical methods for the planning problem. 2010. ⟨hal-00465404⟩



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