On the Discretization of Some Nonlinear Fokker--Planck--Kolmogorov Equations and Applications (Q3174823)

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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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