Finite difference methods for mean field games
algorithmbackward Fokker-Planck equationconvergencefinite difference methodforward Bellman equationnumerical experimentsstochastic differential game problems
Hamilton-Jacobi equations (35F21) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)
- Two numerical approaches to stationary mean-field games
- Mean field games with congestion
- One-dimensional, non-local, first-order stationary mean-field games with congestion: a Fourier approach
- Iterative strategies for solving linearized discrete mean field games systems
- New numerical methods for mean field games with quadratic costs
- Numerical methods for finite-state mean-field games satisfying a monotonicity condition
- Artificial viscosity joint spacetime multigrid method for Hamilton-Jacobi-Bellman and Kolmogorov-Fokker-Planck system arising from mean field games
- Splitting methods for a class of non-potential mean field games
- Stationary fully nonlinear mean-field games
- A potential approach for planning mean-field games in one dimension
- Particle approximation of one-dimensional mean-field games with local interactions
- Mean field games of controls: finite difference approximations
- Jet lag recovery: synchronization of circadian oscillators as a mean field game
- On a mean field optimal control problem
- Mean field games and applications: numerical aspects
- An introduction to mean field game theory
- The Euler-Lagrange approximation of the mean field game for the planning problem
- Fourier approximation methods for first-order nonlocal mean-field games
- The finite difference approximation preserving conjugate properties of the mean-field game equations
- Multi-population mean field games systems with Neumann boundary conditions
- Finite difference methods for mean field games systems
- Mean field games models -- a brief survey
- On the system of partial differential equations arising in mean field type control
- A model problem for mean field games on networks
- Optimal control of conditioned processes with feedback controls
- Stationary mean field games systems defined on networks
- Time-dependent mean-field games in the superquadratic case
- Mean field games: convergence of a finite difference method
- Mean field games: numerical methods for the planning problem
- Partial differential equation models in macroeconomics
- Socio-economic applications of finite state mean field games
- Homogenization of a mean field game system in the small noise limit
- Time-dependent mean-field games with logarithmic nonlinearities
- Existence of weak solutions to stationary mean-field games through variational inequalities
- An ergodic problem for Mean Field Games: qualitative properties and numerical simulations
- Computational methods for first-order nonlocal mean field games with applications
- Mean Field Games for Modeling Crowd Motion
- Existence of weak solutions to first-order stationary mean-field games with Dirichlet conditions
- Time-dependent mean-field games in the subquadratic case
- Interpretation of a Monte Carlo approach of a finite difference scheme by a game method for modelling
- Convergence of a finite difference scheme to weak solutions of the system of partial differential equations arising in mean field games
- A fictitious-play finite-difference method for linearly solvable mean field games
- Discrete approximation of stationary mean field games
- Artificial intelligence for COVID-19 spread modeling
- A Discrete Weak KAM Method for First-Order Stationary Mean Field Games
- On mathematical models of COVID-19 pandemic
- Approximation and perturbations of stable solutions to a stationary mean field game system
- On the generalized conditional gradient method for mean field games with local coupling terms
- Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space
- Existence for stationary mean-field games with congestion and quadratic Hamiltonians
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