Finite Difference Methods for Mean Field Games (Q2840811): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:45, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite Difference Methods for Mean Field Games |
scientific article |
Statements
Finite Difference Methods for Mean Field Games (English)
0 references
23 July 2013
0 references
stochastic differential game problems
0 references
forward Bellman equation
0 references
backward Fokker-Planck equation
0 references
finite difference method
0 references
convergence
0 references
algorithm
0 references
numerical experiments
0 references
