Numerical solution of mean field games problems with turnpike effect (Q2206654)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solution of mean field games problems with turnpike effect |
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Numerical solution of mean field games problems with turnpike effect (English)
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28 October 2020
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mean field games
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optimal control
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turnpike effect
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numerical solution
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monotonic schemes
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Kolmogorov-Fokker-Planck equation
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Hamilton-Jacobi-Bellman equation
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Riccati ODEs
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