Approximations of two-dimensional mean field games with nonsymmetric controls

DOI10.1016/J.CAM.2019.112461MaRDI QIDQ2332763zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 5 November 2019

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2019.112461

zbMATH Keywords

carbon dioxide pollutionfinite differencesmean-field gamenumerical approximation and algorithmsoptimal control

Mathematics Subject Classification ID

Discrete approximations in optimal control (49M25) Numerical methods involving duality (49M29) Numerical optimization and variational techniques (65K10) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)

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Cites work

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• Computation of mean field equilibria in economics
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• Semi-Lagrangian difference approximations with different stability requirements
• Socio-economic applications of finite state mean field games

Cited in

(10)

• Numerical solution of mean field problem with limited management resource
• Approximation of a mean field game problem with Caputo time-fractional derivative
• Modeling and computation of mean field equilibria in producers' game with emission permits trading
• The Euler-Lagrange approximation of the mean field game for the planning problem
• Modeling and computation of mean field game with compound carbon abatement mechanisms
• Computation of mean field equilibria in economics
• Computation of mean-field equilibria with correlated stochastic processes
• Analytical and numerical solutions to ergodic control problems arising in environmental management
• Analysis of the stock market crisis based on mean field games concept
• The group behavioral characteristics in a mean field game model with a turnpike effect

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