A semi-Lagrangian scheme for a degenerate second order mean field game system

DOI10.3934/DCDS.2015.35.4269zbMath1332.65138arXiv1404.5932OpenAlexW2962909000MaRDI QIDQ255834

Elisabetta Carlini, Francisco J. Silva

Publication date: 9 March 2016

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.5932

zbMATH Keywords

convergence analysisnumerical methodssemi-Lagrangian schemesmean field gamesdegenerate second order system

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Games with infinitely many players (91A07) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Numerical aspects of the method of characteristics for initial value and initial-boundary value problems involving PDEs (65M25)

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