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A fictitious-play finite-difference method for linearly solvable mean field games - MaRDI portal

A fictitious-play finite-difference method for linearly solvable mean field games (Q6073729)

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scientific article; zbMATH DE number 7739199
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English
A fictitious-play finite-difference method for linearly solvable mean field games
scientific article; zbMATH DE number 7739199

    Statements

    title
    A fictitious-play finite-difference method for linearly solvable mean field games (English)
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    arXiv ID
    2204.07278
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    DOI
    10.1051/m2an/2023026
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    author
    Daisuke Inoue
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    Yuji Ito
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    Takahito Kashiwabara
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    Norikazu Saito
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    Hiroaki Yoshida
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    publication date
    18 September 2023
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    Mathematics Subject Classification ID
    91-08
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    65M06
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    91A16
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    49N80
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    49M25
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    35Q91
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    zbMATH DE Number
    7739199
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    zbMATH Keywords
    mean field games
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    finite difference methods
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    fictitious play
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    Cole-Hopf transformation
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    OpenAlex ID
    W4327555282
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