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Pré-Publication, Document De Travail Année : 2023

A LAGRANGE-GALERKIN SCHEME FOR FIRST ORDER MEAN FIELD GAMES SYSTEMS

Francisco José Silva
  • Fonction : Auteur
  • PersonId : 951536
Ahmad Zorkot
  • Fonction : Auteur
  • PersonId : 1241477

Résumé

In this work, we consider a first order mean field games system with non-local couplings. A Lagrange-Galerkin scheme for the continuity equation, coupled with a semi-Lagrangian scheme for the Hamilton-Jacobi-Bellman equation, is proposed to discretize the mean field games system. The convergence of solutions to the scheme towards a solution to the mean field game system is established in arbitrary space dimensions. The scheme is implemented to approximate two mean field games systems in dimension one and two.
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Dates et versions

hal-04046845 , version 1 (26-03-2023)

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E Carlini, Francisco José Silva, Ahmad Zorkot. A LAGRANGE-GALERKIN SCHEME FOR FIRST ORDER MEAN FIELD GAMES SYSTEMS. 2023. ⟨hal-04046845⟩
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