4 papers
A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique boundary conditions
Elisa Calzola, Elisabetta Carlini, Xavier Dupuis +1
We investigate in this work a fully-discrete semi-Lagrangian approximation of second order possibly degenerate Hamilton-Jacobi-Bellman (HJB) equations on a bounded domain with obli…
On the asymptotic nature of first order mean field games
Markus Fischer, Francisco J. Silva
For a class of finite horizon first order mean field games and associated N-player games, we give a simple proof of convergence of symmetric N-player Nash equilibria in distributed…
The planning problem in Mean Field Games as regularized mass transport
P. Jameson Graber, Alpár R. Mészáros, Francisco J. Silva +1
In this paper, using variational approaches, we investigate the first order planning problem arising in the theory of mean field games. We show the existence and uniqueness of weak…
Finite mean field games: fictitious play and convergence to a first order continuous mean field game
Saeed Hadikhanloo, Francisco José Silva
In this article we consider finite Mean Field Games (MFGs), i.e. with finite time and finite states. We adopt the framework introduced in Gomes Mohr and Souza in 2010, and study tw…