Title :
Dual two-state mean-field games
Author :
Gomes, Diogo ; Velho, Roberto M. ; Wolfram, Marie-Therese
Author_Institution :
King Abdullah Univ., Thuwal, Saudi Arabia
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.
Keywords :
game theory; numerical analysis; dual formulation; dual two-state mean field games; invertibility; monotonicity loss; numerical methods; shock formation; Boundary conditions; Electric shock; Equations; Games; Mathematical model; Switches; Transforms;
Conference_Titel :
Decision and Control (CDC), 2014 IEEE 53rd Annual Conference on
Conference_Location :
Los Angeles, CA
Print_ISBN :
978-1-4799-7746-8
DOI :
10.1109/CDC.2014.7039803
