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 the normal view instead:
scientific article; zbMATH DE number 7057463
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Numerical method for FBSDEs of McKean-Vlasov type |
scientific article; zbMATH DE number 7057463 |
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
0.8558835983276367
0 references
0.8419528007507324
0 references
0.8199799060821533
0 references
0.8022520542144775
0 references
