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.