Salvato in:
| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2025
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| Soggetti: | |
| Accesso online: | https://arxiv.org/abs/2506.08465 |
| Tags: |
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Sommario:
- Motivated by the goal of forecasting public sentiments, we consider a forecasting problem in the context of the Mean Field Games theory. We develop a numerical method, which is a version of the so-called convexification method. We provide theoretical convergence analysis that establishes global convergence of the method with a convergence rate. We also conduct numerical experiments that demonstrate the accurate performance of the convexification technique and highlight some promising features of this approach.