Mean Field Games: Convergence of a Finite Difference Method (Q2870618)

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Mean Field Games: Convergence of a Finite Difference Method
scientific article

    Statements

    title
    Mean Field Games: Convergence of a Finite Difference Method (English)
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    author
    Yves Achdou
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    Fabio Camilli
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    Italo Capuzzo-Dolcetta
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    publication date
    21 January 2014
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    zbMATH Keywords
    mean field games
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    finite difference schemes
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    convergence
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    Identifiers

    DOI
    10.1137/120882421
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    Mathematics Subject Classification ID
    91A23
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    65M06
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    65M12
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    91A15
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    zbMATH DE Number
    6248271
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