INVESTIGADORES
GIANATTI Justina
congresos y reuniones científicas
Título:
Approximation of deterministic Mean Field Games
Autor/es:
GIANATTI, JUSTINA; SILVA, FRANCISCO J.
Lugar:
Córdoba
Reunión:
Workshop; VIII Latin American Workshop on Optimization and Control; 2024
Institución organizadora:
FAMAF - Universidad Nacional de Córdoba
Resumen:
In this work we deal with the numerical approximation of deterministic Mean Field Games with control affine dynamics. We approximate such mean field games by analogous problems in discrete time and finite state space, for which, we show the existence and, under an additional monotonicity assumption, the uniqueness of solutions. We prove the convergence of equilibria of the discrete mean field game problems towards equilibria of the continuous one. Finally, we show some numerical results.
