Speaker
Francisco J. Silva
(Université de Limoges)
Description
In this talk, we study the approximation of equilibria for continuous-time and continuous-space first-order (deterministic) mean field games (Mean Field Games, MFGs) by equilibria of finite MFGs, i.e., games in which the number of time steps and the state space are finite. In the first part, we recall the framework and results obtained in Hadikhanloo–S (2019). In the second part, based on a join work with J. Gianatti and F. Mierez, we extend the analysis to the case where constraints are imposed on the agents’ states. We also present numerical simulations of approximate MFG equilibria in both the unconstrained and constrained cases.
Author
Francisco J. Silva
(Université de Limoges)