Mean field games of controls: Finite difference approximations

We consider a class of mean field games in which the agents interact through both their states and controls, and we focus on situations in which a generic agent tries to adjust her speed (control) to an average speed (the average is made in a neighborhood in the state space). In such cases, the mono...

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Bibliographic Details
Main Authors: Yves Achdou, Ziad Kobeissi
Format: Article
Language:English
Published: AIMS Press 2021-03-01
Series:Mathematics in Engineering
Subjects:
Online Access:http://www.aimspress.com/article/doi/10.3934/mine.2021024?viewType=HTML