The finite difference approximation preserving conjugate properties of the mean-field game equations
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Publication:2313990
DOI10.1134/S1995080219040140zbMath1418.91070OpenAlexW2955986008WikidataQ127776308 ScholiaQ127776308MaRDI QIDQ2313990
Publication date: 25 July 2019
Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s1995080219040140
Games with infinitely many players (91A07) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stochastic games, stochastic differential games (91A15)
Related Items (2)
The Euler-Lagrange approximation of the mean field game for the planning problem ⋮ Semi-Lagrangian difference approximations with different stability requirements
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