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Mean Field Games of Controls: Finite Difference Approximations

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Academic year: 2021

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Figure 1: Example 1. Left: the initial distribution of states. Right: the terminal cost.
Figure 2: Example 1. Gathering-kissing-splitting; snapshots at t = 0, 0.2, 0.4, 0.6, 0.8, 1
Figure 3: Example 1. Same parameters except θλ = 0; snapshots at t = 0, 0.2, 0.4, 0.6, 0.8, 1
Figure 4: Example 1. A continuation method leading to a different solution. Left: a vanishing perturbation of the initial distribution
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