Numerical solution of a parabolic optimal control problem arising in economics and management
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PDEs in connection with mathematical programming (35Q90) Existence theories for optimal control problems involving partial differential equations (49J20) Discrete approximations in optimal control (49M25) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Nonconvex programming, global optimization (90C26) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02)
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Cites work
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- scientific article; zbMATH DE number 734901 (Why is no real title available?)
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- scientific article; zbMATH DE number 3277871 (Why is no real title available?)
- scientific article; zbMATH DE number 3333735 (Why is no real title available?)
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- Identification of nonlinear coefficient in a transport equation
- Iterative Solution Methods
- Mean field games. I: The stationary case
- Mean field games. II: Finite horizon and optimal control
- Preconditioned Uzawa-type methods for finite-dimensional constrained saddle point problems
- The finite element methods for elliptic problems.
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- Numerical solution of arbitrary-order linear partial differential equations using an optimal control technique
- Modeling and computation of mean field game with compound carbon abatement mechanisms
- Numerical treatment of a class of optimal control problems arising in economics
- Analysis of finite difference approximations of an optimal control problem in economics
- scientific article; zbMATH DE number 6456237 (Why is no real title available?)
- Robust bivariate polynomials scheme with convergence analysis for two-dimensional nonlinear optimal control problem
- Optimal control of three-dimensional unsteady partial differential equations with convection term in continuous casting
- Polyhedral optimization of discrete and partial differential inclusions of parabolic type
- Numerical solutions of two-dimensional PDE-constrained optimal control problems via bilinear pseudo-spectral method
- Analysis of the stock market crisis based on mean field games concept
- The group behavior analysis of the high-frequency traders based on mean field games approach
- Modelling the dynamics of social protests: mean-field games and inverse problems
- Studying the well-posedness of the boundary value problem for a system of Riccati type equations based on the concept of mean field games
- The group behavioral characteristics in a mean field game model with a turnpike effect
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