A numerical method for Mean Field Games on networks

Simone Cacace, Fabio Camilli, Claudio Marchi
2016 Mathematical Modelling and Numerical Analysis  
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. Mathematics Subject Classification. 91A15, 35R02, 35B30, 49N70, 65M06.
doi:10.1051/m2an/2016015 fatcat:fefez6ctlffh3amd7n4jtwjlv4