A simple multiscale method for mean field games

DOI10.1016/j.jcp.2021.110385OpenAlexW3042021871MaRDI QIDQ2129271

Haoya Li, Yu-Wei Fan, Lexing Ying

Publication date: 22 April 2022

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.04594

zbMATH Keywords

multiscale methodsecond-order schememean field gamesnumerical relaxationalternating sweeping

Mathematics Subject Classification ID

Game theory (91Axx) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx) Partial differential equations of mathematical physics and other areas of application (35Qxx)

Related Items (2)

Random features for high-dimensional nonlocal mean-field games ⋮ A fast proximal gradient method and convergence analysis for dynamic mean field planning

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