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arXiv · 1409.6220

Dual two-state mean-field games

Diogo A. Gomes·Roberto M. Velho·Marie-Therese Wolfram
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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.

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Diogo A. Gomes, Roberto M. Velho, Marie-Therese Wolfram. 2014-09-22. Dual two-state mean-field games. https://arxiv.org/abs/1409.6220

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