Numerical methods for finite-state mean-field games satisfying a monotonicity condition
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Publication:2019984
DOI10.1007/S00245-018-9510-0zbMATH Open1460.91030OpenAlexW2885190145WikidataQ129429085 ScholiaQ129429085MaRDI QIDQ2019984FDOQ2019984
Publication date: 22 April 2021
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10754/628842
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Cites Work
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Cited In (13)
- Existence of Weak Solutions to Stationary Mean-Field Games through Variational Inequalities
- Two numerical approaches to stationary mean-field games
- New numerical methods for mean field games with quadratic costs
- Numerical methods for mean field games based on Gaussian processes and Fourier features
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- Splitting methods for a class of non-potential mean field games
- Deep neural network solution for finite state mean field game with error estimation
- Polarization and coherence in mean field games driven by private and social utility
- Mean field games master equations: from discrete to continuous state space
- Computational mean-field games on manifolds
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