Mean field games master equations: from discrete to continuous state space (Q6540273)
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scientific article; zbMATH DE number 7849795
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| English | Mean field games master equations: from discrete to continuous state space |
scientific article; zbMATH DE number 7849795 |
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Mean field games master equations: from discrete to continuous state space (English)
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15 May 2024
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mean field games
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master equation
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finite difference scheme
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Markov chain approximation
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convergence rate
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monotone solutions
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common noise
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