The Euler-Lagrange approximation of the mean field game for the planning problem
DOI10.1134/S1995080220120380zbMath1466.65080OpenAlexW3127710846MaRDI QIDQ2225853
Publication date: 11 February 2021
Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s1995080220120380
Hamilton-Jacobi-Bellman equationFokker-Planck equationnumerical solutionKolmogorov equationmean field gamesplanning task
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) Hamilton-Jacobi equations (35F21) 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)
Related Items (2)
Cites Work
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