Numerical method for FBSDEs of McKean-Vlasov type (Q2415510)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Numerical method for FBSDEs of McKean-Vlasov type |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical method for FBSDEs of McKean-Vlasov type |
scientific article |
Statements
Numerical method for FBSDEs of McKean-Vlasov type (English)
0 references
22 May 2019
0 references
McKean-Vlasov
0 references
master equation
0 references
forward-backward SDE
0 references
mean field games
0 references
numerical approximation
0 references
