New numerical methods for mean field games with quadratic costs

Networks and Heterogeneous Media

Volumn 7, Issue 2, 2012, Pages 315-336

  Guéeant, Olivier ^a  

^a UNIVERSITÉ PIERRE ET MARIE CURIE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

CHANGE OF VARIABLES; HAMILTON JACOBI BELLMAN EQUATION; HEAT EQUATION; MEAN FIELD GAMES; NONLINEAR SOURCE TERM; NUMERICAL EXPERIMENTS; QUADRATIC COSTS; SYSTEMS OF EQUATIONS;

PARTIAL DIFFERENTIAL EQUATIONS;

NUMERICAL METHODS;

EID: 84865570881     PISSN: 15561801     EISSN: 1556181X     Source Type: Journal    
DOI: 10.3934/nhm.2012.7.315     Document Type: Article

References (16)

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