Iterative strategies for solving linearized discrete mean field games systems

DOI10.3934/nhm.2012.7.197zbMath1268.91020OpenAlexW2059108830MaRDI QIDQ1943893

Yanyan Li

Publication date: 21 March 2013

Published in: Networks and Heterogeneous Media (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/nhm.2012.7.197

zbMATH Keywords

numerical methodsmultigrid methodsiterative solversmean field games

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stochastic games, stochastic differential games (91A15) Iterative numerical methods for linear systems (65F10) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)

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Uses Software

• UMFPACK

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