arXiv:1409.6220 Abstract | arXiv Analytics

arXiv:1409.6220 [math.AP]Abstract References Reviews Resources

Dual two-state mean-field games

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

Published 2014-09-22Version 1

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.

Categories: math.AP, math.OC

Keywords: dual two-state mean-field games, dual formulation, shock formation, monotonicity loss, numerical experiments

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