Computation of mean field equilibria in economics
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Publication:3560032
Optimality conditions for problems involving partial differential equations (49K20) Hamilton-Jacobi theories (49L99) Games with infinitely many players (91A07) Stochastic games, stochastic differential games (91A15) Multivariable systems, multidimensional control systems (93C35) Stochastic quantization (81S20)
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- On the implementation of a primal-dual algorithm for second order time-dependent mean field games with local couplings
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- Mean-field game modeling the bandwagon effect with activation costs
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