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Pré-Publication, Document De Travail Année : 2010

Mean field games: numerical methods for the planning problem

Résumé

Mean fields games describe the asymptotic behavior of differential games in which the number of players tends to +∞. Here we consider a numerical method for the optimal planning problem, i.e. the problem in which the positions of a very large number of identical rational agents, with common value function, evolve from a given initial spatial density to a desired target density at the final horizon time.
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Dates et versions

hal-00465404 , version 1 (22-03-2010)

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  • HAL Id : hal-00465404 , version 1

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Yves Achdou, Fabio Camilli, Italo Capuzzo-Dolcetta. Mean field games: numerical methods for the planning problem. 2010. ⟨hal-00465404⟩
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