Two-scale Homogenization and Numerical Methods for Stationary Mean-field Games

الموضوعات

علوم تطبيقية وتكنولوجية

الملخص

Mean-field games (MFGs) study the behavior of rational and indistinguishable agents in a large population. Agents seek to minimize their cost based upon statis- tical information on the population’s distribution. In this dissertation, we study the homogenization of a stationary first-order MFG and seek to find a numerical method to solve the homogenized problem. More precisely, we characterize the asymptotic behavior of a first-order stationary MFG with a periodically oscillating potential. Our main tool is the two-scale convergence. Using this convergence, we rigorously derive the two-scale homogenized and the homogenized MFG problems. Moreover, we prove existence and uniqueness of the solution to these limit problems. Next, we notice that the homogenized problem resembles the problem involving effective Hamiltoni- ans and Mather measures, which arise in several problems, including homogenization of Hamilton–Jacobi equations, nonlinear control systems, and Aubry–Mather theory. Thus, we develop algorithms to solve the homogenized problem, the effective Hamil- tonians, and Mather measures. To do that, we construct the Hessian Riemannian flow. We prove the convergence of the Hessian Riemannian flow in the continuous setting. For the discrete case, we give both the existence and the convergence of the Hessian Riemannian flow. In addition, we explore a variant of Newton’s method that greatly improves the performance of the Hessian Riemannian flow. In our numerical experiments, we see that our algorithms preserve the non-negativity of Mather mea- sures and are more stable than related methods in problems that are close to singular. Furthermore, our method also provides a way to approximate stationary MFGs.

روابط وملفات

التعريف والنوع

رقم الوثيقة

0c4dc908-ec15-405e-a7a1-becadea8237e

رقم العقد

0

نوع الوسائط

Crawler

نوع المحتوى

الرسائل العلمية

صيغة المصدر

رسائل دكتوراة

نوع الملف

pdf text

أسماء الملفات

2021351_1.pdf

بيانات النشر

ألقاب المؤلفين

[{"name_ar":"Diogo A. Gomes","title_ar":"اشراف","title_en":"Supervision"},{"name_ar":"Xianjin Yang","title_ar":"اعداد","title_en":"Preparation"}]

اللغة

English

المصدر والدورية

اسم المصدر

Two-scale Homogenization and Numerical Methods for Stationary Mean-field Games

المحتوى والصفحات

عدد الصفحات

0

إشراف وإعداد

الإشراف

Diogo A. Gomes

الإعداد

Xianjin Yang

الاقتباسات الببليوغرافية