Proximal Methods for Stationary Mean Field Games with Local Couplings

DOI10.1137/16M1095615zbMath1410.91090arXiv1608.07701WikidataQ130139719 ScholiaQ130139719MaRDI QIDQ4608230

Luis M. Briceño-Arias, Dante Kalise, Francisco J. Silva

Publication date: 16 March 2018

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.07701

zbMATH Keywords

finite-difference schemesmean field gamesproximal methods

Mathematics Subject Classification ID

Convex programming (90C25) Differential games (aspects of game theory) (91A23) Games with infinitely many players (91A07) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stochastic games, stochastic differential games (91A15)

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