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1 Sapienza University of Rome - Dipartimento di Matematica -Guido Castelnuovo- Roma I 2 XLIM-DMI - DMI XLIM - XLIM

Abstract : In this work we consider first and second order Mean Field Games MFGs systems, introduced in \cite{LasryLions06i,LasryLions06ii,LasryLions07}. For the first order case, we recall a fully-discrete Semi-Lagrangian SL scheme introduced in \cite{CS12} and its main properties. We propose the natural extension of this scheme for the second order case and we present some numerical simulations.

Author: Elisabetta Carlini - Francisco José Silva -



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