New numerical methods for mean field games with quadratic costs (Q1943899)

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scientific article; zbMATH DE number 6147633
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English
New numerical methods for mean field games with quadratic costs
scientific article; zbMATH DE number 6147633

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    New numerical methods for mean field games with quadratic costs (English)
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    21 March 2013
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    mean field games
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    constructive scheme
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    finite difference methods
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    Hopf-Cole transformation
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