Numerical solution of mean field problem with limited management resource

DOI10.1134/S199508022107012XzbMath1496.91012OpenAlexW3188479254MaRDI QIDQ2046421

Yanyan Li

Publication date: 18 August 2021

Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s199508022107012x

zbMATH Keywords

Hamilton-Jacobi-Bellman equationnumerical solutiondiscrete approximationFokker-Planck-Kolmogorov equationmean field gamesadditional inequality

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Fokker-Planck equations (35Q84) Mean field games (aspects of game theory) (91A16) PDEs in connection with mean field game theory (35Q89) Hamilton-Jacobi equations in optimal control and differential games (49L12)

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