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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

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

Yang, Xianjin 07 1900 (has links)
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.

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