On the Discretization of Some Nonlinear Fokker--Planck--Kolmogorov Equations and Applications (Q3174823): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Created claim: Wikidata QID (P12): Q129517463, #quickstatements; #temporary_batch_1730723755668
 
(4 intermediate revisions by 4 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1708.02042 / 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: Numerical Methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4424462 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Transport equation and Cauchy problem for BV vector fields / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5441008 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Fokker-Planck control framework for multidimensional stochastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3355178 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Monge-Kantorovich problem: achievements, connections, and perspectives / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fokker–Planck–Kolmogorov Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi-Lagrangian Methods for Parabolic Problems in Divergence Form / 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: Semiconcave functions, Hamilton-Jacobi equations, and optimal control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Learning in mean field games: The fictitious play / rank
 
Normal rank
Property / cites work
 
Property / cites work: A semi-Lagrangian scheme for a modified version of the Hughes' model for Pedestrian flow / 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: A semi-Lagrangian scheme for a degenerate second order mean field game system / rank
 
Normal rank
Property / cites work
 
Property / cites work: A practical difference scheme for Fokker-Planck equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On numerical density approximations of solutions of SDEs with unbounded coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite element methods (Part 1) / 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: On the Hughes' model for pedestrian flow: the one-dimensional case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ordinary differential equations, transport theory and Sobolev spaces / 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: Controlled Markov processes and viscosity solutions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A certain class of diffusion processes associated with nonlinear parabolic equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete time, finite state space mean field games / 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: A semi-Lagrangian method for a Fokker-Planck equation describing fiber dynamics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite difference methods for the weak solutions of the Kolmogorov equation for the density of both diffusion and conditional diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probability methods for approximations in stochastic control and for elliptic equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2703816 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis and Simulation of Nonlinear and Nonlocal Transport Equations / 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: Existence and Uniqueness of Solutions to Fokker–Planck Type Equations with Irregular Coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: On uniqueness of solutions to nonlinear Fokker-Planck-Kolmogorov equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniqueness of probability solutions to nonlinear Fokker-Planck-Kolmogorov equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear parabolic equations for measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear parabolic equations for measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4895007 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The probability approach to numerical solution of nonlinear parabolic equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of the Chang-Cooper discretization scheme for a class of Fokker-Planck equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time-evolving measures and macroscopic modeling of pedestrian flow / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modellistica Numerica per Problemi Differenziali / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3410604 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence Rates for Upwind Schemes with Rough Coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3862204 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4805362 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical solution of two-dimensional Fokker-Planck equations / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q129517463 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 13:36, 4 November 2024

scientific article
Language Label Description Also known as
English
On the Discretization of Some Nonlinear Fokker--Planck--Kolmogorov Equations and Applications
scientific article

    Statements

    On the Discretization of Some Nonlinear Fokker--Planck--Kolmogorov Equations and Applications (English)
    0 references
    0 references
    0 references
    18 July 2018
    0 references
    nonlinear Fokker-Planck-Kolmogorov equations
    0 references
    numerical analysis
    0 references
    semi-Lagrangian schemes
    0 references
    Markov chain approximation
    0 references
    mean field games
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references