Code repository for Random Features for High-Dimensional Nonlocal Mean-Field Games, published in the Journal of Computational Physics.

The arXiv pre-print of this paper is also available.

You can find an explanatory blog-post on this paper published on Medium.

git clone https://github.com/SudhanshuAgrawal27/HighDimNonlocalMFG

There are two experiments - one involving the 8 Gaussian distributions and one involving a bottleneck.

The set ups of the experiments can be modified in the eight-gaussians.jl and bottleneck.jl files

Once the parameters are set, experiments can simply be run using

julia eight-gaussians.jl

Plots generated during training are stored in ./figures and the results are stored in ./data.

Please cite as

@article{randomfeaturesmfgs,
title = {Random features for high-dimensional nonlocal mean-field games},
journal = {Journal of Computational Physics},
volume = {459},
pages = {111136},
year = {2022},
issn = {0021-9991},
doi = {https://doi.org/10.1016/j.jcp.2022.111136},
url = {https://www.sciencedirect.com/science/article/pii/S002199912200198X},
author = {Sudhanshu Agrawal and Wonjun Lee and Samy {Wu Fung} and Levon Nurbekyan}
}

Wonjun Lee, Levon Nurbekyan, and Samy Wu Fung were partially funded by AFOSR MURI FA9550-18-502, ONR N00014-18-1-2527, N00014-18-20-1-2093, and N00014-20-1-2787.