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The paper presents a computational algorithm for solving problems formulated in terms of Mean Field Game theory with restriction on the control resource. The Mean Field equilibrium leads to a coupled system of two parabolic partial differential equations: Fokker-Planck-Kolmogorov and Hamilton-Jacobi-Bellman ones. The article is devoted to the discrete approximation of these equations. In addition, contrary to other studies, the algorithm constructed here is applicable to problem with more general control function. This algorithm is applied to the problem of heating insulation. [ABSTRACT FROM AUTHOR]

The paper presents a computational algorithm for solving problems formulated in terms of Mean Field Game theory with diffusion expressed by fractional derivative. The Mean Field equilibrium leads to a coupled system of two parabolic partial differential equations: modified Fokker-Planck-Kolmogorov and Hamilton-Jacobi-Bellman equations with the highest derivative in space of fractional order less than 2. The article is devoted to the discrete approximation of these equations and the computational algorithm for solving discrete analogues. [ABSTRACT FROM AUTHOR]

The paper presents a computational scheme for solving economic problems 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-Planck-Kolmogorov and Hamilton-Jacobi-Bellman ones. The article is devoted to the discrete approximation of these equations and the application of the Mean Field theory directly at the discrete level. Contrary to other studies, the monotonic algorithm constructed here is applicable to problem with more general control function. This algorithm is applied to the problem of heating insulation. [ABSTRACT FROM AUTHOR]