A semi-Lagrangian scheme for a degenerate second order mean field game system (Q255834): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(5 intermediate revisions by 4 users not shown)
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 65M25 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 65M12 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 91A07 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 91A23 / rank
 
Normal rank
Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6552658 / rank
 
Normal rank
Property / zbMATH Keywords
 
mean field games
Property / zbMATH Keywords: mean field games / rank
 
Normal rank
Property / zbMATH Keywords
 
degenerate second order system
Property / zbMATH Keywords: degenerate second order system / rank
 
Normal rank
Property / zbMATH Keywords
 
semi-Lagrangian schemes
Property / zbMATH Keywords: semi-Lagrangian schemes / rank
 
Normal rank
Property / zbMATH Keywords
 
convergence analysis
Property / zbMATH Keywords: convergence analysis / rank
 
Normal rank
Property / zbMATH Keywords
 
numerical methods
Property / zbMATH Keywords: numerical methods / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2962909000 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1404.5932 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On numerical approximation of the Hamilton-Jacobi-transport system arising in high frequency approximations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean Field Games: Convergence of a Finite Difference Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean Field Games: Numerical Methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3055493 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3355178 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak Dynamic Programming Principle for Viscosity Solutions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5563135 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An approximation scheme for the optimal control of diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A semi-discrete approximation for a first order mean field game problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Fully Discrete Semi-Lagrangian Scheme for a First Order Mean Field Game Problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: User’s guide to viscosity solutions of second order partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniqueness Results for Second-Order Bellman--Isaacs Equations under Quadratic Growth Assumptions and Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi-Lagrangian schemes for linear and fully non-linear diffusion equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi-Lagrangian Approximation Schemes for Linear and Hamilton—Jacobi Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4032143 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean field games models -- a brief survey / rank
 
Normal rank
Property / cites work
 
Property / cites work: MEAN FIELD GAMES EQUATIONS WITH QUADRATIC HAMILTONIAN: A SPECIFIC APPROACH / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean Field Games and Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2703816 / rank
 
Normal rank
Property / cites work
 
Property / cites work: COMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean field games. I: The stationary case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean field games. II: Finite horizon and optimal control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean field games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3410604 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4805362 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4255599 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 14:53, 11 July 2024

scientific article
Language Label Description Also known as
English
A semi-Lagrangian scheme for a degenerate second order mean field game system
scientific article

    Statements

    A semi-Lagrangian scheme for a degenerate second order mean field game system (English)
    0 references
    0 references
    0 references
    9 March 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    mean field games
    0 references
    degenerate second order system
    0 references
    semi-Lagrangian schemes
    0 references
    convergence analysis
    0 references
    numerical methods
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references