A semi-Lagrangian scheme for a degenerate second order mean field game system

From MaRDI portal
Publication:255834

DOI10.3934/dcds.2015.35.4269zbMath1332.65138arXiv1404.5932OpenAlexW2962909000MaRDI QIDQ255834

Elisabetta Carlini, Francisco J. Silva

Publication date: 9 March 2016

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.5932



Related Items

A simple multiscale method for mean field games, Random features for high-dimensional nonlocal mean-field games, On the Discretization of Some Nonlinear Fokker--Planck--Kolmogorov Equations and Applications, A Numerical Scheme for a Mean Field Game in Some Queueing Systems Based on Markov Chain Approximation Method, On numerical approximations of fractional and nonlocal mean field games, Error estimates of a theta-scheme for second-order mean field games, Discrete approximation of stationary mean field games, Preconditioning the Augmented Lagrangian Method for Instationary Mean Field Games with Diffusion, Policy iteration method for time-dependent mean field games systems with non-separable Hamiltonians, A semi-Lagrangian scheme for a modified version of the Hughes' model for Pedestrian flow, Mean field games models of segregation, Analysis and Numerical Approximation of Stationary Second-Order Mean Field Game Partial Differential Inclusions, A Lagrange–Galerkin Scheme for First Order Mean Field Game Systems, Proximal Methods for Stationary Mean Field Games with Local Couplings, Hamilton–Jacobi–Bellman Equations, Mean field games and applications: numerical aspects, Rate control under heavy traffic with strategic servers, Convergence of a Finite Difference Scheme to Weak Solutions of the System of Partial Differential Equations Arising in Mean Field Games, Numerical methods for finite-state mean-field games satisfying a monotonicity condition, Artificial viscosity joint spacetime multigrid method for Hamilton-Jacobi-Bellman and Kolmogorov-Fokker-Planck system arising from mean field games, A policy iteration method for mean field games, Hybrid control for optimal visiting problems for a single player and for a crowd, Fourier approximation methods for first-order nonlocal mean-field games, Approximation of an optimal control problem for the time-fractional Fokker-Planck equation, Splitting methods for a class of non-potential mean field games, Finite mean field games: fictitious play and convergence to a first order continuous mean field game



Cites Work