| Abstract: |
| We construct numerical approximations for fractional Mean Field Games, a coupled forward-backward system of nonlinear integro-differential equations involving Hamilton--Jacobi--Bellman and Fokker--Planck equations, where the diffusion is given by the fractional Laplacian. The method is based on finite differences and powers of the discrete Laplacian. The approximation is monotone, stable, and consistent. We discuss the convergence results of the numerical approximation to the given system. |
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