A fully-discrete scheme for systems of nonlinear Fokker-Planck-Kolmogorov equations (Q2417910)
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English | A fully-discrete scheme for systems of nonlinear Fokker-Planck-Kolmogorov equations |
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A fully-discrete scheme for systems of nonlinear Fokker-Planck-Kolmogorov equations (English)
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29 May 2019
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systems of nonlinear Fokker-Planck-Kolmogorov equations
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numerical analysis
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semi-Lagrangian schemes
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Markov chain approximation
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mean field games
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