Mean field games: numerical methods for the planning problem
Résumé
Mean fields games describe the asymptotic behavior of differential games in which the number of players tends to +∞. Here we consider a numerical method for the optimal planning problem, i.e. the problem in which the positions of a very large number of identical rational agents, with common value function, evolve from a given initial spatial density to a desired target density at the final horizon time.
Origine : Fichiers produits par l'(les) auteur(s)
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