On Numerical Approximations of Fractional and Nonlocal Mean Field Games
نویسندگان
چکیده
Abstract We construct numerical approximations for Mean Field Games with fractional or nonlocal diffusions. The schemes are based on semi-Lagrangian of the underlying control problems/games along dual distributions agents. methods monotone, stable, and consistent, we prove convergence subsequences (i) degenerate equations in one space dimension (ii) nondegenerate arbitrary dimensions. also give results full to classical solutions. Numerical tests implemented a range different diffusions support our analytical findings.
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ژورنال
عنوان ژورنال: Foundations of Computational Mathematics
سال: 2022
ISSN: ['1615-3383', '1615-3375']
DOI: https://doi.org/10.1007/s10208-022-09572-w