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Volumn , Issue , 2013, Pages 3115-3120

Semi-Lagrangian schemes for mean field game models

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL ENGINEERING;

EID: 84902324704     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2013.6760358     Document Type: Conference Paper
Times cited : (18)

References (21)
  • 6
    • 0002560251 scopus 로고
    • An approximation scheme for the optimal control of diffusion processes
    • F. Camilli and M. Falcone. An approximation scheme for the optimal control of diffusion processes. RAIRO Modél. Math. Anal. Numér., 29(1):97-122, 1995.
    • (1995) RAIRO Modél. Math. Anal. Numér. , vol.29 , Issue.1 , pp. 97-122
    • Camilli, F.1    Falcone, M.2
  • 7
    • 84865538817 scopus 로고    scopus 로고
    • A semi-discrete in time approximation for a first order-finite mean field game problem
    • -
    • F. Camilli and F. J. Silva. A semi-discrete in time approximation for a first order-finite mean field game problem. Network and Heterogeneous Media, 7-2:263-277, 2012.
    • (2012) Network and Heterogeneous Media , vol.7 , Issue.2 , pp. 263-277
    • Camilli, F.1    Silva, F.J.2
  • 11
    • 84865289715 scopus 로고    scopus 로고
    • Semi-lagrangian approximation schemes for linear and hamilton-jacobi equations
    • to appear
    • M. Falcone and R. Ferretti. Semi-Lagrangian Approximation Schemes for Linear and Hamilton-Jacobi Equations. MOS-SIAM Series on Optimization, to appear.
    • MOS-SIAM Series on Optimization
    • Falcone, M.1    Ferretti, R.2
  • 13
    • 84864332611 scopus 로고    scopus 로고
    • Mean field games equations with quadratic hamiltonian: A specific approach
    • O. Guéant. Mean field games equations with quadratic hamiltonian: A specific approach. Mathematical Models and Methods in Applied Sciences, 22, 2012.
    • (2012) Mathematical Models and Methods in Applied Sciences , vol.22
    • Guéant, O.1
  • 14
    • 84865570881 scopus 로고    scopus 로고
    • New numerical methods for mean field games with quadratic costs
    • O. Guéant. New numerical methods for mean field games with quadratic costs. Networks and Heterogenous Media, 7:315 - 336, 2012.
    • (2012) Networks and Heterogenous Media , vol.7 , pp. 315-336
    • Guéant, O.1
  • 18
  • 19
    • 33751077273 scopus 로고    scopus 로고
    • Jeux à champ moyen ii. Horizon fini 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, 343:679-684, 2006.
    • (2006) C. R. Math. Acad. Sci. Paris , vol.343 , pp. 679-684
    • Lasry, J.-M.1    Lions, P.-L.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.