Top-level heading

A semi-discrete in time approximation for a model first order-finite horizon mean field game problem

Categoria
Seminari di Modellistica Differenziale Numerica
Data e ora inizio evento
Data e ora fine evento
Aula
Sala di Consiglio
Sede

Dipartimento di Matematica Guido Castelnuovo, Università Sapienza Roma

Speaker

F. Silva, SAPIENZA Università di Roma

In this talk we consider a model first order mean field game problem, introduced by J.M. Lasry and P.L. Lions. Its solution (v,m) can be obtained as the limit of the solutions of the second order mean field game problems, when the noise parameter tends to zero. We propose a semi-discrete in time approximation of the system and, under natural assumptions, we prove that it is well posed and that it converges to (v,m) when the discretization parameter tends to zero.