Iterative strategies for solving linearized discrete mean field games systems

Networks and Heterogeneous Media

Volumn 7, Issue 2, 2012, Pages 197-217

  Achdou, Yves ^a   Perez, Victor ^a  

^a UNIVERSITÉ PARIS DESCARTES   (France)

Author keywords

Iterative solvers; Mean field games; Multigrid methods; Numerical methods

Indexed keywords

ASYMPTOTIC BEHAVIORS; FINITE DIFFERENCE SCHEME; INEXACT NEWTON METHOD; ITERATIVE SOLVERS; ITERATIVE STRATEGY; MEAN FIELD GAMES; MULTIGRID METHODS; STOCHASTIC DIFFERENTIAL GAME;

LINEARIZATION; NONLINEAR EQUATIONS; NUMERICAL METHODS; PARTIAL DIFFERENTIAL EQUATIONS;

ITERATIVE METHODS;

EID: 84865566007     PISSN: 15561801     EISSN: 1556181X     Source Type: Journal    
DOI: 10.3934/nhm.2012.7.197     Document Type: Article

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