Mean field games equations with quadratic Hamiltonian: A specific approach

Mathematical Models and Methods in Applied Sciences

Volumn 22, Issue 9, 2012, Pages

  Guéant, Olivier ^a  

^a UNIVERSITÉ PIERRE ET MARIE CURIE   (France)

Author keywords

constructive scheme; Mean field games; numerical methods

Indexed keywords

CHANGE OF VARIABLES; CONSTRUCTIVE SCHEME; COUPLED PARTIAL DIFFERENTIAL EQUATIONS; GAMES MODEL; MEAN FIELD; NUMERICAL EXPERIMENTS; STOCHASTIC DIFFERENTIAL GAME;

NUMERICAL METHODS; PARTIAL DIFFERENTIAL EQUATIONS; STOCHASTIC MODELS;

HAMILTONIANS;

EID: 84864332611     PISSN: 02182025     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0218202512500224     Document Type: Article

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