A model problem for Mean Field Games on networks

Transcription

A model problem for Mean Field Games on networks
A model problem for Mean Field Games on networks
Mercredi 18 mars 20015
Claudio Marchi
Université de Padoue, Italie
Guéant, Lasry and Lions [2011] considered the model problem “What time does meeting start?” as a prototype for a general class of optimization problems with a continuum of
players, called Mean Field Games problems. In this talk we consider a similar model, but
with the dynamics of the agents defined on a network. We discuss appropriate transition
conditions at the vertices which give a well posed problem and we present some numerical
results.