Finite Difference Methods for Mean Field Games (Q2840811)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite Difference Methods for Mean Field Games |
scientific article |
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Finite Difference Methods for Mean Field Games (English)
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23 July 2013
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stochastic differential game problems
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forward Bellman equation
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backward Fokker-Planck equation
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finite difference method
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convergence
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algorithm
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numerical experiments
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