A numerical method for Mean Field Games on networks
ESAIM: Mathematical Modelling and Numerical Analysis , Tome 51 (2017) no. 1, pp. 63-88.

We propose a numerical method for stationary Mean Field Games defined on a network. In this framework a correct approximation of the transition conditions at the vertices plays a crucial role. We prove existence, uniqueness and convergence of the scheme and we also propose a least squares method for the solution of the discrete system. Numerical experiments are carried out.

Reçu le :
Accepté le :
DOI : 10.1051/m2an/2016015
Classification : 91A15, 35R02, 35B30, 49N70, 65M06
Mots-clés : Networks, mean field games, finite difference schemes, convergence
Cacace, Simone 1 ; Camilli, Fabio 2 ; Marchi, Claudio 3

1 Dip. di Matematica, “Sapienza” Università di Roma, p.le A. Moro 5, 00185 Roma, Italy.
2 Dip. di Scienze di Base e Applicate per l’Ingegneria, “Sapienza” Università di Roma, via Scarpa 16, 00161 Roma, Italy.
3 Dip. di Ingegneria dell’Informazione, Università di Padova, via Gradenigo 6/B, 35131 Padova, Italy.
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Cacace, Simone; Camilli, Fabio; Marchi, Claudio. A numerical method for Mean Field Games on networks. ESAIM: Mathematical Modelling and Numerical Analysis , Tome 51 (2017) no. 1, pp. 63-88. doi : 10.1051/m2an/2016015. http://archive.numdam.org/articles/10.1051/m2an/2016015/

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