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Dual two-state mean-field games
Conference proceeding

Dual two-state mean-field games

Diogo Gomes, Roberto M Velho and Marie-Therese Wolfram
The Institute of Electrical and Electronics Engineers, Inc. (IEEE) Conference Proceedings, p.2703
01/12/2014

Abstract

  Conference Title: 2014 IEEE 53rd Annual Conference on Decision and Control (CDC) Conference Start Date: 2014, Dec. 15 Conference End Date: 2014, Dec. 17 Conference Location: Los Angeles, CA, USA 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.

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