MEAN-FIELD CONTROL VARIATE METHODS FOR KINETIC EQUATIONS WITH UNCERTAINTIES AND APPLICATIONS TO SOCIOECONOMIC SCIENCES

DOI10.1615/Int.J.UncertaintyQuantification.2021037960zbMath1498.82026arXiv2102.02589OpenAlexW3197719000MaRDI QIDQ5052501

Mattia Zanella, Torsten Trimborn, Lorenzo Pareschi

Publication date: 24 November 2022

Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.02589

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Kinetic theory of gases in time-dependent statistical mechanics (82C40) Mean field games (aspects of game theory) (91A16)

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