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Approximations of two-dimensional Mean Field Games with nonsymmetric controls
Автор | Shaydurov, V. | |
Автор | Zhang, S. | |
Автор | Kornienko, V. | |
Дата внесения | 2021-08-13T09:33:32Z | |
Дата, когда ресурс стал доступен | 2021-08-13T09:33:32Z | |
Дата публикации | 2020-03 | |
Библиографическое описание | Shaydurov, V. Approximations of two-dimensional Mean Field Games with nonsymmetric controls [Текст] / V. Shaydurov, S. Zhang, V. Kornienko // Journal of Computational and Applied Mathematics. — 2020. — Т. 367 (№ 15). — С. 112461 | |
ISSN | 03770427 | |
URI (для ссылок/цитирований) | https://www.sciencedirect.com/science/article/abs/pii/S0377042719304649 | |
URI (для ссылок/цитирований) | https://elib.sfu-kras.ru/handle/2311/142929 | |
Описание | Текст статьи не публикуется в открытом доступе в соответствии с политикой журнала. | |
Аннотация | The numerical methods are presented for solving economic problems formulated in the Mean-Field Game (MFG) form. The mean-field equilibrium is a solution of the coupled system of two parabolic partial differential equations: the Fokker–Planck– Kolmogorov equation and the Hamilton–Jacobi–Bellman one. The description focuses on the discrete approximation of these equations and on the application of the MFG theory directly at discrete level. This approach results in an efficient algorithm for finding the corresponding grid control functions. Contrary to other difference schemes, here the semi-Lagrangian approximation is applied, which improves properties of a discrete problem of this type. This implies the fast convergence of an iterative algorithm for the minimization of the cost functional. The constructed algorithms are implemented to the problem of carbon dioxide pollution. | |
Тема | Optimal control | |
Тема | Mean-Field Game | |
Тема | Numerical approximation and algorithms | |
Тема | Finite differences | |
Тема | Carbon dioxide pollution | |
Название | Approximations of two-dimensional Mean Field Games with nonsymmetric controls | |
Тип | Journal Article | |
Тип | Published Journal Article | |
Страницы | 112461 | |
Дата обновления | 2021-08-13T09:33:32Z | |
DOI | 10.1016/j.cam.2019.112461 | |
Институт | Институт математики и фундаментальной информатики | |
Подразделение | Базовая кафедра вычислительных и информационных технологий | |
Журнал | Journal of Computational and Applied Mathematics | |
Квартиль журнала в Scopus | Q2 | |
Квартиль журнала в Web of Science | Q1 |