Dynamic Games and Applications

, Volume 7, Issue 4, pp 657–682 | Cite as

Two Numerical Approaches to Stationary Mean-Field Games

Article

Abstract

Here, we consider numerical methods for stationary mean-field games (MFG) and investigate two classes of algorithms. The first one is a gradient-flow method based on the variational characterization of certain MFG. The second one uses monotonicity properties of MFG. We illustrate our methods with various examples, including one-dimensional periodic MFG, congestion problems, and higher-dimensional models.

Keywords

Mean-field games Monotone schemes Numerical methods 

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Copyright information

© Springer Science+Business Media New York 2016

Authors and Affiliations

  1. 1.College of ScienceUniversity of DammamDammamSaudi Arabia
  2. 2.CEMSE Division and KAUST SRI, Center for Uncertainty Quantification in Computational Science and EngineeringKing Abdullah University of Science and Technology (KAUST)ThuwalSaudi Arabia

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