Approximation of deterministic mean field games under polynomial growth conditions on the data

Autores
Gianatti, Justina; Silva, Francisco J.; Zorkot, Ahmad
Año de publicación
2024
Idioma
inglés
Tipo de recurso
artículo
Estado
versión publicada
Descripción
We consider a deterministic mean field game problem in which a typical agent solves an optimal control problem where the dynamics is affine with respect to the control and the cost functional has a growth which is polynomial with respect to the state variable. In this framework, we construct a mean field game problem in discrete time and finite state space that approximates equilibria of the original game. Two numerical examples, solved with the fictitious play method, are presented.
Fil: Gianatti, Justina. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y de Sistemas. Universidad Nacional de Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y de Sistemas; Argentina
Fil: Silva, Francisco J.. Universite de Limoges; Francia
Fil: Zorkot, Ahmad. Universite de Limoges; Francia
Materia
DETERMINISTIC MEAN FIELD GAMES
CONTROL-AFFINE DYNAMICS
LAGRANGIAN EQUILIBRIUM
APPROXIMATION OF EQUILIBRIA
CONVERGENCE RESULTS
NUMERICAL EXPERIENCES
Nivel de accesibilidad
acceso abierto
Condiciones de uso
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
Repositorio
CONICET Digital (CONICET)
Institución
Consejo Nacional de Investigaciones Científicas y Técnicas
OAI Identificador
oai:ri.conicet.gov.ar:11336/258316
Acceder
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oai_identifier_str oai:ri.conicet.gov.ar:11336/258316
network_acronym_str CONICETDig
repository_id_str 3498
network_name_str CONICET Digital (CONICET)
spelling Approximation of deterministic mean field games under polynomial growth conditions on the dataGianatti, JustinaSilva, Francisco J.Zorkot, AhmadDETERMINISTIC MEAN FIELD GAMESCONTROL-AFFINE DYNAMICSLAGRANGIAN EQUILIBRIUMAPPROXIMATION OF EQUILIBRIACONVERGENCE RESULTSNUMERICAL EXPERIENCEShttps://purl.org/becyt/ford/1.1https://purl.org/becyt/ford/1We consider a deterministic mean field game problem in which a typical agent solves an optimal control problem where the dynamics is affine with respect to the control and the cost functional has a growth which is polynomial with respect to the state variable. In this framework, we construct a mean field game problem in discrete time and finite state space that approximates equilibria of the original game. Two numerical examples, solved with the fictitious play method, are presented.Fil: Gianatti, Justina. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y de Sistemas. Universidad Nacional de Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y de Sistemas; ArgentinaFil: Silva, Francisco J.. Universite de Limoges; FranciaFil: Zorkot, Ahmad. Universite de Limoges; FranciaAmerican Institute of Mathematical Sciences2024-04info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/258316Gianatti, Justina; Silva, Francisco J.; Zorkot, Ahmad; Approximation of deterministic mean field games under polynomial growth conditions on the data; American Institute of Mathematical Sciences; Journal of Dynamics and Games; 11; 2; 4-2024; 131-1492164-60662164-6074CONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/url/https://www.aimsciences.org//article/doi/10.3934/jdg.2023018info:eu-repo/semantics/altIdentifier/doi/10.3934/jdg.2023018info:eu-repo/semantics/altIdentifier/url/https://arxiv.org/abs/2305.01445info:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-12-03T08:46:16Zoai:ri.conicet.gov.ar:11336/258316instacron:CONICETInstitucionalhttp://ri.conicet.gov.ar/Organismo científico-tecnológicoNo correspondehttp://ri.conicet.gov.ar/oai/requestdasensio@conicet.gov.ar; lcarlino@conicet.gov.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:34982025-12-03 08:46:16.686CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse
dc.title.none.fl_str_mv Approximation of deterministic mean field games under polynomial growth conditions on the data
title Approximation of deterministic mean field games under polynomial growth conditions on the data
spellingShingle Approximation of deterministic mean field games under polynomial growth conditions on the data
Gianatti, Justina
DETERMINISTIC MEAN FIELD GAMES
CONTROL-AFFINE DYNAMICS
LAGRANGIAN EQUILIBRIUM
APPROXIMATION OF EQUILIBRIA
CONVERGENCE RESULTS
NUMERICAL EXPERIENCES
title_short Approximation of deterministic mean field games under polynomial growth conditions on the data
title_full Approximation of deterministic mean field games under polynomial growth conditions on the data
title_fullStr Approximation of deterministic mean field games under polynomial growth conditions on the data
title_full_unstemmed Approximation of deterministic mean field games under polynomial growth conditions on the data
title_sort Approximation of deterministic mean field games under polynomial growth conditions on the data
dc.creator.none.fl_str_mv Gianatti, Justina
Silva, Francisco J.
Zorkot, Ahmad
author Gianatti, Justina
author_facet Gianatti, Justina
Silva, Francisco J.
Zorkot, Ahmad
author_role author
author2 Silva, Francisco J.
Zorkot, Ahmad
author2_role author
author
dc.subject.none.fl_str_mv DETERMINISTIC MEAN FIELD GAMES
CONTROL-AFFINE DYNAMICS
LAGRANGIAN EQUILIBRIUM
APPROXIMATION OF EQUILIBRIA
CONVERGENCE RESULTS
NUMERICAL EXPERIENCES
topic DETERMINISTIC MEAN FIELD GAMES
CONTROL-AFFINE DYNAMICS
LAGRANGIAN EQUILIBRIUM
APPROXIMATION OF EQUILIBRIA
CONVERGENCE RESULTS
NUMERICAL EXPERIENCES
purl_subject.fl_str_mv https://purl.org/becyt/ford/1.1
https://purl.org/becyt/ford/1
dc.description.none.fl_txt_mv We consider a deterministic mean field game problem in which a typical agent solves an optimal control problem where the dynamics is affine with respect to the control and the cost functional has a growth which is polynomial with respect to the state variable. In this framework, we construct a mean field game problem in discrete time and finite state space that approximates equilibria of the original game. Two numerical examples, solved with the fictitious play method, are presented.
Fil: Gianatti, Justina. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y de Sistemas. Universidad Nacional de Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y de Sistemas; Argentina
Fil: Silva, Francisco J.. Universite de Limoges; Francia
Fil: Zorkot, Ahmad. Universite de Limoges; Francia
description We consider a deterministic mean field game problem in which a typical agent solves an optimal control problem where the dynamics is affine with respect to the control and the cost functional has a growth which is polynomial with respect to the state variable. In this framework, we construct a mean field game problem in discrete time and finite state space that approximates equilibria of the original game. Two numerical examples, solved with the fictitious play method, are presented.
publishDate 2024
dc.date.none.fl_str_mv 2024-04
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
http://purl.org/coar/resource_type/c_6501
info:ar-repo/semantics/articulo
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv http://hdl.handle.net/11336/258316
Gianatti, Justina; Silva, Francisco J.; Zorkot, Ahmad; Approximation of deterministic mean field games under polynomial growth conditions on the data; American Institute of Mathematical Sciences; Journal of Dynamics and Games; 11; 2; 4-2024; 131-149
2164-6066
2164-6074
CONICET Digital
CONICET
url http://hdl.handle.net/11336/258316
identifier_str_mv Gianatti, Justina; Silva, Francisco J.; Zorkot, Ahmad; Approximation of deterministic mean field games under polynomial growth conditions on the data; American Institute of Mathematical Sciences; Journal of Dynamics and Games; 11; 2; 4-2024; 131-149
2164-6066
2164-6074
CONICET Digital
CONICET
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv info:eu-repo/semantics/altIdentifier/url/https://www.aimsciences.org//article/doi/10.3934/jdg.2023018
info:eu-repo/semantics/altIdentifier/doi/10.3934/jdg.2023018
info:eu-repo/semantics/altIdentifier/url/https://arxiv.org/abs/2305.01445
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
eu_rights_str_mv openAccess
rights_invalid_str_mv https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.format.none.fl_str_mv application/pdf
application/pdf
dc.publisher.none.fl_str_mv American Institute of Mathematical Sciences
publisher.none.fl_str_mv American Institute of Mathematical Sciences
dc.source.none.fl_str_mv reponame:CONICET Digital (CONICET)
instname:Consejo Nacional de Investigaciones Científicas y Técnicas
reponame_str CONICET Digital (CONICET)
collection CONICET Digital (CONICET)
instname_str Consejo Nacional de Investigaciones Científicas y Técnicas
repository.name.fl_str_mv CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicas
repository.mail.fl_str_mv dasensio@conicet.gov.ar; lcarlino@conicet.gov.ar
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score 13.2139635

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