-

 

 

 




Optimization Online





 

A semi-discrete in time approximation for a model first order-finite horizon mean field game problem

F. Camilli(camilli***at***dmmm.uniroma1.it)
F. J. Silva(fsilva***at***mat.uniroma1.it)

Abstract: In this article we consider a model first order mean field game problem, introduced by J.M. Lasry and P.L. Lions. Its solution $(v,m)$ can be obtained as the limit of the solutions of the second order mean field game problems, when the \textit{noise} parameter tends to zero. We propose a semi-discrete in time approximation of the system and, under natural assumptions, we prove that it is well posed and that it converges to $(v,m)$ when the discretization parameter tends to zero.

Keywords: First order mean field game, semi-discrete in time approximation

Category 1: Other Topics (Game Theory )

Citation:

Download: [PDF]

Entry Submitted: 10/14/2011
Entry Accepted: 10/14/2011
Entry Last Modified: 10/14/2011

Modify/Update this entry


  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository

 

Submit
Update
Policies
Coordinator's Board
Classification Scheme
Credits
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society