1. Numerical solution of mean-field game problem with an external control.
- Author
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Kornienko, V. S. and Shaydurov, V. V.
- Subjects
- *
HOUSE insulation , *THERMAL insulation , *HAMILTON-Jacobi-Bellman equation , *GAME theory - Abstract
The paper presents a computational algorithm for solving an optimal control problem formulated in terms of mean-field game theory. The equilibrium of the mean field leads to a coupled system of two parabolic partial differential equations: Fokker-Plank-Kolmogorov and Hamilton-Jacobi-Bellman ones. We extend the conventional model by incorporating a mechanism for external (crisis) influence on the behavior of agents. The article is devoted to the discrete approximation of such a differential statement. The constructed algorithm is implemented to the task of heating insulation of houses. [ABSTRACT FROM AUTHOR]
- Published
- 2022
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