A remark on Uzawa’s algorithm and an application to mean field games systems

DOI10.1051/M2AN/2019084zbMath1437.91051arXiv1810.01181OpenAlexW3023273159MaRDI QIDQ5108968

Charles Bertucci

Publication date: 7 May 2020

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.01181

zbMATH Keywords

variational inequalitiesUzawa's algorithmmean field games

Mathematics Subject Classification ID

Variational inequalities (49J40) Stopping times; optimal stopping problems; gambling theory (60G40) Mean field games (aspects of game theory) (91A16)

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