A simple multiscale method for mean field games
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Cites work
- scientific article; zbMATH DE number 1061412 (Why is no real title available?)
- scientific article; zbMATH DE number 1745905 (Why is no real title available?)
- A fully discrete semi-Lagrangian scheme for a first order mean field game problem
- A fully-discrete scheme for systems of nonlinear Fokker-Planck-Kolmogorov equations
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- A splitting method for overcoming the curse of dimensionality in Hamilton-Jacobi equations arising from nonlinear optimal control and differential games with applications to trajectory generation
- Algorithm for Hamilton-Jacobi equations in density space via a generalized Hopf formula
- Algorithm for overcoming the curse of dimensionality for certain non-convex Hamilton-Jacobi equations, projections and differential games
- An Implicit Factored Scheme for the Compressible Navier-Stokes Equations
- Augmented Lagrangian methods for transport optimization, mean field games and degenerate elliptic equations
- Computational methods for first-order nonlocal mean field games with applications
- Iterative strategies for solving linearized discrete mean field games systems
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Long time average of mean field games
- Mean field games
- Mean field games and applications
- Mean field games equations with quadratic Hamiltonian: a specific approach
- Mean field games with congestion
- Mean field games: convergence of a finite difference method
- Mean field games: numerical methods
- Mean field games: numerical methods for the planning problem
- Multi-population mean field games systems with Neumann boundary conditions
- On the discretization of some nonlinear Fokker-Planck-Kolmogorov equations and applications
- On the implementation of a primal-dual algorithm for second order time-dependent mean field games with local couplings
- Preconditioning the augmented Lagrangian method for instationary mean field games with diffusion
- Probabilistic theory of mean field games with applications I. Mean field FBSDEs, control, and games
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Cited in
(7)- On the quadratic convergence of Newton's method for mean field games with non-separable Hamiltonian
- A fast proximal gradient method and convergence analysis for dynamic mean field planning
- Random features for high-dimensional nonlocal mean-field games
- An online interactive physics-informed diffusion-adversarial network for solving mean field games
- Hyperplane Separation Technique for Multidimensional Mean-Payoff Games
- A Simple Multiscale Method for Mean Field Games
- Numerical analysis of an extended mean field game for harvesting common fishery resource
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