Cemracs 2017: numerical probabilistic approach to MFG
From MaRDI portal
Publication:4967866
DOI10.1051/proc/201965084zbMath1454.91025arXiv1805.02406OpenAlexW2930796852MaRDI QIDQ4967866
Houzhi Li, François Delarue, Jean-François Chassagneux, Christy V. Graves, Andrea Angiuli, René A. Carmona
Publication date: 11 July 2019
Published in: ESAIM: Proceedings and Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.02406
Numerical solutions to stochastic differential and integral equations (65C30) Mean field games (aspects of game theory) (91A16)
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