On the Discretization of Some Nonlinear Fokker--Planck--Kolmogorov Equations and Applications (Q3174823)
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English | On the Discretization of Some Nonlinear Fokker--Planck--Kolmogorov Equations and Applications |
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On the Discretization of Some Nonlinear Fokker--Planck--Kolmogorov Equations and Applications (English)
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18 July 2018
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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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