The Euler-Lagrange approximation of the mean field game for the planning problem (Q2225853)
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English | The Euler-Lagrange approximation of the mean field game for the planning problem |
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The Euler-Lagrange approximation of the mean field game for the planning problem (English)
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11 February 2021
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mean field games
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planning task
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Kolmogorov equation
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Fokker-Planck equation
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Hamilton-Jacobi-Bellman equation
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numerical solution
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