Mean field games: Numerical methods

SIAM Journal on Numerical Analysis

Volumn 48, Issue 3, 2010, Pages 1136-1162

  Achdolj, Yves ^a,b   Capuzzo Dolcetta, Italo ^c  

^a UNIVERSITÉ PARIS DESCARTES   (France)

^b UNIVERSITÉ PIERRE ET MARIE CURIE   (France)

^c SAPIENZA UNIVERSITY OF ROME   (Italy)

Author keywords

Finite difference schemes; Mean field games

Indexed keywords

DISCRETE SCHEME; EXISTENCE AND UNIQUENESS; FINITE DIFFERENCE SCHEME; LIMITING BEHAVIOR; MEAN FIELD; NUMERICAL EXPERIMENTS; STOCHASTIC DIFFERENTIAL GAME;

GAME THEORY; NUMBER THEORY; STOCHASTIC MODELS;

NUMERICAL METHODS;

EID: 77956048120     PISSN: 00361429     EISSN: None     Source Type: Journal    
DOI: 10.1137/090758477     Document Type: Article

References (14)

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