PMP-based numerical solution for mean field game problem of general nonlinear system (Q2097834)
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English | PMP-based numerical solution for mean field game problem of general nonlinear system |
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PMP-based numerical solution for mean field game problem of general nonlinear system (English)
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14 November 2022
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mean field game
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Pontryagin's maximum principle
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Newton method
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Lax-Friedrichs approach
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