Mean Field Games: Numerical Methods for the Planning Problem
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Publication:2884587
DOI10.1137/100790069zbMath1242.91014OpenAlexW2048308882MaRDI QIDQ2884587
Yves Achdou, Fabio Camilli, Italo Capuzzo-Dolcetta
Publication date: 30 May 2012
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/100790069
Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Games with infinitely many players (91A07) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stochastic games, stochastic differential games (91A15)
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