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Dual Two-state Mean-field Games by Gomes, Diogo A.; Velho, Roberto M.; Wolfram, Marie-Therese is a scholarly article available to read on EtoBox.

What is Dual Two-state Mean-field Games about?

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.

Author

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

Published

2014

Language

EN