Mean Field Games: Numerical Methods
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Publication:5392404
DOI10.1137/090758477zbMath1217.91019OpenAlexW2035299975MaRDI QIDQ5392404
Yves Achdou, Italo Capuzzo-Dolcetta
Publication date: 11 April 2011
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/b4338835472330a3de7966b7b8fcd7db4a8e0d2d
Differential games (aspects of game theory) (91A23) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic games, stochastic differential games (91A15) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Mean field games (aspects of game theory) (91A16)
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