Analysis and Numerical Approximation of Stationary Second-Order Mean Field Game Partial Differential Inclusions
DOI10.1137/22m1519274arXiv2209.00303OpenAlexW4390789582MaRDI QIDQ6184517
Publication date: 25 January 2024
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2209.00303
convergence analysisHamilton-Jacobi-Bellman equationsmean field gamespartial differential inclusionsmonotone finite element methodnondifferentiable Hamiltonians
Nonlinear systems in control theory (93C10) Error bounds for boundary value problems involving PDEs (65N15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Optimal stochastic control (93E20) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Weak solutions to PDEs (35D30) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) PDEs in connection with control and optimization (35Q93) Fokker-Planck equations (35Q84) Mean field games (aspects of game theory) (91A16) PDEs in connection with mean field game theory (35Q89)
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