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• W2885190145 abstract "Here, we develop numerical methods for finite-state mean-field games (MFGs) that satisfy a monotonicity condition. MFGs are determined by a system of differential equations with initial and terminal boundary conditions. These non-standard conditions make the numerical approximation of MFGs difficult. Using the monotonicity condition, we build a flow that is a contraction and whose fixed points solve both for stationary and time-dependent MFGs. We illustrate our methods with a MFG that models the paradigm-shift problem." @default.
• W2885190145 created "2018-08-22" @default.
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• W2885190145 date "2018-08-01" @default.
• W2885190145 modified "2023-10-07" @default.
• W2885190145 title "Numerical Methods for Finite-State Mean-Field Games Satisfying a Monotonicity Condition" @default.
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• W2885190145 doi "https://doi.org/10.1007/s00245-018-9510-0" @default.
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