Artificial viscosity joint spacetime multigrid method for Hamilton-Jacobi-Bellman and Kolmogorov-Fokker-Planck system arising from mean field games (Q2037330)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Artificial viscosity joint spacetime multigrid method for Hamilton-Jacobi-Bellman and Kolmogorov-Fokker-Planck system arising from mean field games |
scientific article |
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Artificial viscosity joint spacetime multigrid method for Hamilton-Jacobi-Bellman and Kolmogorov-Fokker-Planck system arising from mean field games (English)
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30 June 2021
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mean field games
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Hamilton-Jacobi-Bellman equation
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Kolmogorov-Fokker-Planck equation
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spacetime methods
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multigrid methods
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full approximation scheme
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artificial viscosity
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