Leveraging the turnpike effect for Mean Field Games numerics
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Publication:6523914
arXiv2402.18725MaRDI QIDQ6523914FDOQ6523914
Authors: René Carmona 
Diffusion processes and stochastic analysis on manifolds (58J65) Numerical methods for partial differential equations, boundary value problems (65Nxx) Experimental work for problems pertaining to game theory, economics, and finance (91-05) Computational methods for problems pertaining to systems and control theory (93-08)
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