MEAN FIELD GAMES EQUATIONS WITH QUADRATIC HAMILTONIAN: A SPECIFIC APPROACH

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Publication:3166760


DOI10.1142/S0218202512500224zbMath1252.91013arXiv1106.3269MaRDI QIDQ3166760

Olivier Guéant

Publication date: 15 October 2012

Published in: Mathematical Models and Methods in Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.3269


65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs

91A15: Stochastic games, stochastic differential games

35K91: Semilinear parabolic equations with Laplacian, bi-Laplacian or poly-Laplacian


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