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Volumn 50, Issue 1, 2012, Pages 77-109

Mean field games: Numerical methods for the planning problem

Author keywords

Convex duality; Mean field games; Numerical methods; Optimal control

Indexed keywords

ASYMPTOTIC BEHAVIORS; CONVEX DUALITY; DIFFERENTIAL GAMES; DISCRETE CONTROL; EXISTENCE AND UNIQUENESS; FINITE DIFFERENCE; MEAN FIELD; NEWTON ITERATIONS; NUMERICAL EXPERIMENTS; OPTIMAL CONTROL; OPTIMAL CONTROLS; OPTIMAL PLANNING; PLANNING PROBLEM; RATIONAL AGENTS; SEMI-IMPLICIT SCHEME; SPATIAL DENSITIES; SYSTEM OF EQUATIONS; TARGET DENSITY; VALUE FUNCTIONS;

EID: 84858650669     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/100790069     Document Type: Article
Times cited : (218)

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