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First-Order Mean Field Games with Time-Measurable and $C ^{1,1}$ Hamiltonians: Analysis and Approximation

Carlini, Elisabetta et al.
arXiv (All) · Papers
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65m12numerical-analysisoptimization-and-control
We introduce and analyze a numerical framework for a class of first-order, non-local Mean Field Game (MFG) systems with two sources of low regularity: the time-dependent data are merely measurable, and the Hamiltonian is only of class $C^{1,1}$ with respect to the momentum variable. The proposed met
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