A probabilistic numerical method for a class of mean field games
DOI10.1142/S0219493722500083zbMath1491.91022OpenAlexW3216467842MaRDI QIDQ5083435
Publication date: 20 June 2022
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219493722500083
Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75) Mean field games (aspects of game theory) (91A16) PDEs in connection with mean field game theory (35Q89)
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