Finite difference methods for mean field games systems

DOI10.1007/978-3-030-01947-1_2zbMath1422.91082OpenAlexW2905963733MaRDI QIDQ2417902

Fabio Camilli, Simone Cacace

Publication date: 29 May 2019

Full work available at URL: https://doi.org/10.1007/978-3-030-01947-1_2

zbMATH Keywords

numerical methodsnetworksfinite differenceNewton-like methodsmean field games

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Finite difference methods for boundary value problems involving PDEs (65N06)

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