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Cemracs 2017: numerical probabilistic approach to MFG - MaRDI portal

Cemracs 2017: numerical probabilistic approach to MFG (Q4967866)

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scientific article; zbMATH DE number 7079333
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Cemracs 2017: numerical probabilistic approach to MFG
scientific article; zbMATH DE number 7079333

    Statements

    title
    Cemracs 2017: numerical probabilistic approach to MFG (English)
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    author
    Andrea Angiuli
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    Christy V. Graves
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    Houzhi Li
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    François Delarue
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    René A. Carmona
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    publication date
    11 July 2019
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    zbMATH Keywords
    numerical methods for forward-backward stochastic differential equations
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    mean field games
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    cites work
    Q5249365
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    Mean field games
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    Q3240992
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    Identifiers

    zbMATH DE Number
    7079333
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    OpenAlex ID
    W2930796852
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    arXiv ID
    1805.02406
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