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Pré-Publication, Document De Travail (Preprint/Prepublication) Année : 2023

Approximation of deterministic mean field games under polynomial growth conditions on the data

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

Résumé

We consider a deterministic mean field games problem in which a typical agent solves an optimal control problem where the dynamics is affine with respect to the control and the cost functional has a growth which is polynomial with respect to the state variable. In this framework, we construct a mean field game problem in discrete time and finite state space that approximates equilibria of the original game. Two numerical examples, solved with the fictitious play method, are presented.
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Dates et versions

hal-04087093 , version 1 (02-05-2023)

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  • HAL Id : hal-04087093 , version 1

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Justina Gianatti, Francisco José Silva, Ahmad Zorkot. Approximation of deterministic mean field games under polynomial growth conditions on the data. 2023. ⟨hal-04087093⟩
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