Primal-dual hybrid gradient algorithms for computing time-implicit Hamilton-Jacobi equations
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PDEs in connection with mean field game theory (35Q89) Existence of solutions for minimax problems (49J35) Signal detection and filtering (aspects of stochastic processes) (60G35) Numerical optimization and variational techniques (65K10) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Mean field games (aspects of game theory) (91A16)
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