Finite Difference Methods for Mean Field Games Systems

  • Simone Cacace
  • Fabio CamilliEmail author
Part of the Springer INdAM Series book series (SINDAMS, volume 28)


We discuss convergence results for a class of finite difference schemes approximating Mean Field Games systems either on the torus or a network. We also propose a quasi-Newton method for the computation of discrete solutions, based on a least squares formulation of the problem. Several numerical experiments are carried out including the case with two or more competing populations.


Mean field games Networks Numerical methods Finite difference Newton-like methods 


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Authors and Affiliations

  1. 1.Dip. di Matematica e FisicaUniversità degli Studi Roma TreRomeItaly
  2. 2.Dip. di Scienze di Base e Applicate per l’Ingegneria“Sapienza” Università di RomaRomeItaly

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