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Volumn 7, Issue 2, 2012, Pages 263-277

A semi-discrete approximation for a first order mean field game problem

Author keywords

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

Indexed keywords

CONVEX DUALITY; DISCRETIZATION PARAMETERS; FIRST ORDER; MEAN FIELD GAMES; NOISE PARAMETERS; OPTIMAL CONTROLS; SECOND ORDERS;

EID: 84865538817     PISSN: 15561801     EISSN: 1556181X     Source Type: Journal    
DOI: 10.3934/nhm.2012.7.263     Document Type: Article
Times cited : (39)

References (19)
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  • 8
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    • Approximate solutions of the Bellman equation of deter- ministic control theory
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    • Appl. Math. Optim. , vol.11 , Issue.1984 , pp. 161-181
    • Capuzzo-Dolcetta, I.1    Ishii, H.2
  • 12
    • 18144375229 scopus 로고    scopus 로고
    • Viscosity solution methods and the discrete Aubry-Mather problem
    • D. A. Gomes, Viscosity solution methods and the discrete Aubry-Mather problem, Discrete Contin. Dyn. Syst., 13 (2005), 103-116.
    • (2005) Discrete Contin. Dyn. Syst. , vol.13 , pp. 103-116
    • Gomes, D.A.1
  • 13
    • 77549085949 scopus 로고    scopus 로고
    • Discrete time, finite state space mean field games
    • D. A. Gomes, J. Mohr and R. R. Souza, Discrete time, finite state space mean field games, J. Math. Pures Appl. (9), 93 (2010), 308-328.
    • (2010) J. Math. Pures Appl. (9) , vol.93 , Issue.9 , pp. 308-328
    • Gomes, D.A.1    Mohr, J.2    Souza, R.R.3
  • 16
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    • Jeux à champ moyen. I. Le cas stationnaire
    • J.-M. Lasry and P.-L. Lions, Jeux à champ moyen. I. Le cas stationnaire, C. R. Math. Acad. Sci. Paris, 343 (2006), 619-625.
    • C. R. Math. Acad. Sci. Paris , vol.343 , Issue.2006 , pp. 619-625
    • Lasry, J.-M.1    Lions, P.-L.2
  • 17
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    • Jeux à champ moyen. II. Horizon fini i et contrôle optimal
    • J.-M. Lasry and P.-L. Lions, Jeux à champ moyen. II. Horizon fini et contrôle optimal, C. R. Math. Acad. Sci. Paris, 343 (2006), 679-684.
    • C. R. Math. Acad. Sci. Paris , vol.343 , Issue.2006 , pp. 679-684
    • Lasry, J.-M.1    Lions, P.-L.2


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