Proximal Methods for Stationary Mean Field Games with Local Couplings
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Publication:4608230
DOI10.1137/16M1095615zbMath1410.91090arXiv1608.07701MaRDI QIDQ4608230
Luis M. Briceño-Arias, Dante Kalise, Francisco J. Silva
Publication date: 16 March 2018
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1608.07701
Convex programming (90C25) 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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