A numerical method for mean field games on networks
01 Pubblicazione su rivista
Cacace Simone, Camilli Fabio, Marchi Claudio
DOI: 10.1051/m2an/2016015
ISSN: 0764-583X
We propose a numerical method for stationary Mean Field Games defined on a network.
In this framework a correct approximation of the transition conditions at the vertices plays a crucial
role. We prove existence, uniqueness and convergence of the scheme and we also propose a least squares
method for the solution of the discrete system. Numerical experiments are carried out.