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A fully-discrete Semi-Lagrangian scheme for a first order mean field game problem

Abstract : In this work we propose a fully-discrete Semi-Lagrangian scheme for a first order mean field game system. We prove that the resulting discretization admits at least one solution and, in the scalar case, we prove a convergence result for the scheme. Numerical simulations and examples are also discussed.
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Preprints, Working Papers, ...
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https://hal.inria.fr/hal-00800507
Contributor : Estelle Bouzat <>
Submitted on : Wednesday, March 13, 2013 - 5:51:52 PM
Last modification on : Wednesday, July 27, 2016 - 2:48:48 PM

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  • HAL Id : hal-00800507, version 1
  • ARXIV : 1212.4757

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Elisabetta Carlini, Francisco Silva. A fully-discrete Semi-Lagrangian scheme for a first order mean field game problem. 2012. ⟨hal-00800507⟩

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