A Fully Discrete Semi-Lagrangian Scheme for a First Order Mean Field Game Problem

DOI10.1137/120902987zbMath1300.65064arXiv1212.4757OpenAlexW2095257746MaRDI QIDQ5415979

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Publication date: 19 May 2014

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.4757

zbMATH Keywords

first-order systemnumerical examplessemi-Lagrangian schemesmean field games

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Games with infinitely many players (91A07) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Numerical aspects of the method of characteristics for initial value and initial-boundary value problems involving PDEs (65M25) Hamilton-Jacobi equations (35F21)

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