Newton methods for mean field games: a numerical study (Q7316179)

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Newton methods for mean field games: a numerical study

scientific article; zbMATH DE number 8242445

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English	Newton methods for mean field games: a numerical study	scientific article; zbMATH DE number 8242445

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instance of

scholarly article

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title

Newton methods for mean field games: a numerical study (English)

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Journal of Computational and Applied Mathematics

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publication date

19 August 2026

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MaRDI profile type

MaRDI publication profile

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cites work

On the quadratic convergence of Newton's method for mean field games with non-separable Hamiltonian

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Mean field games. II: Finite horizon and optimal control

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Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle

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Applications of Mean Field Games in financial engineering and economic theory

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The Master Equation and the Convergence Problem in Mean Field Games

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Probabilistic theory of mean field games with applications II. Mean field games with common noise and master equations

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Mean field games models -- a brief survey

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Regularity theory for mean-field game systems

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An introduction to mean field game theory

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Mean field games: numerical methods

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Mean field games: numerical methods for the planning problem

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Convergence of a finite difference scheme to weak solutions of the system of partial differential equations arising in mean field games

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On the discretization of some nonlinear Fokker-Planck-Kolmogorov equations and applications

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A high-order scheme for mean field games

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Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. I: The ergodic case

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Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. II: The finite horizon case

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Unified reinforcement Q-learning for mean field game and control problems

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A fully discrete semi-Lagrangian scheme for a first order mean field game problem

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A Lagrange–Galerkin Scheme for First Order Mean Field Game Systems

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Finite mean field games: fictitious play and convergence to a first order continuous mean field game

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Approximation of deterministic mean field games under polynomial growth conditions on the data

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Approximation of deterministic mean field games with control-affine dynamics

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Mean field games and applications: numerical aspects

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Approximation and perturbations of stable solutions to a stationary mean field game system

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Mean field games models of segregation

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Mean field games of controls: finite difference approximations

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Global Convergence of a Nonsmooth Newton Method for Control-State Constrained Optimal Control Problems

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Second order fully semi-Lagrangian discretizations of advection-diffusion-reaction systems

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Q4303980

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Q4255599

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Semi-Lagrangian approximation schemes for linear and Hamilton-Jacobi equations

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The numerical solution of stochastic differential equations

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Positive Definite Matrices

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On the relationship between semi-Lagrangian and Lagrange-Galerkin schemes

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Equivalence of semi-Lagrangian and Lagrange-Galerkin schemes under constant advection speed

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Central schemes for mean field games

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A simple multiscale method for mean field games

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Long time behavior and turnpike solutions in mildly non-monotone mean field games

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Mean field games. I: The stationary case

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Identifiers

DOI

10.1016/J.CAM.2026.117952

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Newton methods for mean field games: a numerical study