Add to ORKGIn this work we consider first and second order Mean Field Games (MFGs) systems, introduced in \cite{LasryLions06i,LasryLions06ii,LasryLions07}. For the first order case, we recall a fully-discrete Semi-Lagrangian (SL) scheme introduced in \cite{CS12} and its main properties. We propose the natural extension of this scheme for the second order case and we present some numerical simulations
For a class of finite horizon first order mean field games and associated N-player games, we give a ...
Mean field games models describing the limit of a large class of stochastic differential games, as t...
We study a numerical approximation of a time-dependent Mean Field Game (MFG) system with local coupl...
In this work we consider first and second order Mean Field Games (MFGs) systems, introduced in \cite...
In this work we propose a fully-discrete Semi-Lagrangian scheme for a first order mean field game sy...
In this paper we study a fully discrete Semi-Lagrangian approximation of a second order Mean Field G...
Parallel sessionInternational audienceSemi-Lagrangian schemes for second order Mean Field Game syste...
International audienceIn this work we propose a fully discrete semi-Lagrangian scheme for a first or...
Abstract. In this work we propose a fully-discrete Semi-Lagrangian scheme for a first order mean fie...
International audienceIn this paper we study a fully discrete Semi-Lagrangian approximation of a sec...
Mean field type models describing the limiting behavior of stochastic differential game problems, as...
Mean field type models describing the limiting behavior, as the number of players tends to +∞, of st...
The formulation of Mean Field Games (MFG) typically requires continuous differentiability of the Ham...
This paper is a brief presentation of those Mean Field Games with congestion penalization which have...
For a class of finite horizon first order mean field games and associated N-player games, we give a ...
Mean field games models describing the limit of a large class of stochastic differential games, as t...
We study a numerical approximation of a time-dependent Mean Field Game (MFG) system with local coupl...
In this work we consider first and second order Mean Field Games (MFGs) systems, introduced in \cite...
In this work we propose a fully-discrete Semi-Lagrangian scheme for a first order mean field game sy...
In this paper we study a fully discrete Semi-Lagrangian approximation of a second order Mean Field G...
Parallel sessionInternational audienceSemi-Lagrangian schemes for second order Mean Field Game syste...
International audienceIn this work we propose a fully discrete semi-Lagrangian scheme for a first or...
Abstract. In this work we propose a fully-discrete Semi-Lagrangian scheme for a first order mean fie...
International audienceIn this paper we study a fully discrete Semi-Lagrangian approximation of a sec...
Mean field type models describing the limiting behavior of stochastic differential game problems, as...
Mean field type models describing the limiting behavior, as the number of players tends to +∞, of st...
The formulation of Mean Field Games (MFG) typically requires continuous differentiability of the Ham...
This paper is a brief presentation of those Mean Field Games with congestion penalization which have...
For a class of finite horizon first order mean field games and associated N-player games, we give a ...
Mean field games models describing the limit of a large class of stochastic differential games, as t...
We study a numerical approximation of a time-dependent Mean Field Game (MFG) system with local coupl...