On numerical approximations of fractional and nonlocal mean field games (Q6047304): Difference between revisions

@@ Property / OpenAlex ID @@
+W3157898245
@@ Property / OpenAlex ID: W3157898245 / rank @@
+Normal rank
@@ Property / cites work @@
+Mean Field Games: Numerical Methods for the Planning Problem
+Normal rank
@@ Property / cites work @@
+Mean Field Games: Convergence of a Finite Difference Method
+Normal rank
@@ Property / cites work @@
+On numerical approximation of the Hamilton-Jacobi-transport system arising in high frequency approximations
+Normal rank
@@ Property / cites work @@
+Mean Field Games: Numerical Methods
@@ Property / cites work: Mean Field Games: Numerical Methods / rank @@
+Normal rank
@@ Property / cites work @@
+Mean field games and applications: numerical aspects
+Normal rank
@@ Property / cites work @@
+Iterative strategies for solving linearized discrete mean field games systems
+Normal rank
@@ Property / cites work @@
+Convergence of a Finite Difference Scheme to Weak Solutions of the System of Partial Differential Equations Arising in Mean Field Games
+Normal rank
@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Approximations of small jumps of Lévy processes with a view towards simulation
+Normal rank
@@ Property / cites work @@
+Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
+Normal rank
@@ Property / cites work @@
+Q3355178
@@ Property / cites work: Q3355178 / rank @@
+Normal rank
@@ Property / cites work @@
+Mean Field Games and Mean Field Type Control Theory
+Normal rank
@@ Property / cites work @@
+Q3415147
@@ Property / cites work: Q3415147 / rank @@
+Normal rank
@@ Property / cites work @@
+An approximation scheme for the optimal control of diffusion processes
+Normal rank
@@ Property / cites work @@
+A Finite Element Like Scheme for Integro-Partial Differential Hamilton–Jacobi–Bellman Equations
+Normal rank
@@ Property / cites work @@
+On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming
+Normal rank
@@ Property / cites work @@
+Weak Solutions for First Order Mean Field Games with Local Coupling
+Normal rank
@@ Property / cites work @@
+The Master Equation and the Convergence Problem in Mean Field Games
+Normal rank
@@ Property / cites work @@
+Mean field games systems of first order
@@ Property / cites work: Mean field games systems of first order / rank @@
+Normal rank
@@ Property / cites work @@
+Second order mean field games with degenerate diffusion and local coupling
+Normal rank
@@ Property / cites work @@
+Long time average of mean field games
@@ Property / cites work: Long time average of mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+Long Time Average of Mean Field Games with a Nonlocal Coupling
+Normal rank
@@ Property / cites work @@
+A Fully Discrete Semi-Lagrangian Scheme for a First Order Mean Field Game Problem
+Normal rank
@@ Property / cites work @@
+A semi-Lagrangian scheme for a degenerate second order mean field game system
+Normal rank
@@ Property / cites work @@
+On the Discretization of Some Nonlinear Fokker--Planck--Kolmogorov Equations and Applications
+Normal rank
@@ Property / cites work @@
+Probabilistic Analysis of Mean-Field Games
@@ Property / cites work: Probabilistic Analysis of Mean-Field Games / rank @@
+Normal rank
@@ Property / cites work @@
+Probabilistic Theory of Mean Field Games with Applications I
+Normal rank
@@ Property / cites work @@
+Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. II: The finite horizon case
+Normal rank
@@ Property / cites work @@
+On stationary fractional mean field games
@@ Property / cites work: On stationary fractional mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+On the Solvability of Some Ergodic Control Problems in $\mathbb{R}^d$
+Normal rank
@@ Property / cites work @@
+On the Existence and Uniqueness of Solutions to Time-Dependent Fractional MFG
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Semi-Lagrangian schemes for linear and fully non-linear diffusion equations
+Normal rank
@@ Property / cites work @@
+On fractional and nonlocal parabolic mean field games in the whole space
+Normal rank
@@ Property / cites work @@
+Semi-Lagrangian Approximation Schemes for Linear and Hamilton—Jacobi Equations
+Normal rank
@@ Property / cites work @@
+Regularity Theory for Mean-Field Game Systems
@@ Property / cites work: Regularity Theory for Mean-Field Game Systems / rank @@
+Normal rank
@@ Property / cites work @@
+MEAN FIELD GAMES EQUATIONS WITH QUADRATIC HAMILTONIAN: A SPECIFIC APPROACH
+Normal rank
@@ Property / cites work @@
+New numerical methods for mean field games with quadratic costs
+Normal rank
@@ Property / cites work @@
+Mean Field Games with a Quadratic Hamiltonian: A Constructive Scheme
+Normal rank
@@ Property / cites work @@
+Mean Field Games and Applications
@@ Property / cites work: Mean Field Games and Applications / rank @@
+Normal rank
@@ Property / cites work @@
+Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
+Normal rank
@@ Property / cites work @@
+Numerical Methods for the Fractional Laplacian: A Finite Difference-Quadrature Approach
+Normal rank
@@ Property / cites work @@
+Continuous dependence estimates for viscosity solutions of integro-PDEs
+Normal rank
@@ Property / cites work @@
+Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions
+Normal rank
@@ Property / cites work @@
+Mean field games
@@ Property / cites work: Mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+The random walk's guide to anomalous diffusion: A fractional dynamics approach
+Normal rank
@@ Property / cites work @@
+Weak solutions to Fokker-Planck equations and mean field games
+Normal rank
@@ Property / cites work @@
+Optimal Transport
@@ Property / cites work: Optimal Transport / rank @@
+Normal rank
@@ Property / cites work @@
+Q2738731
@@ Property / cites work: Q2738731 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:6047304