Analysis of Finite Difference Approximations of an Optimal Control Problem in Economics

DOI10.4208/aamm.OA-2018-0186zbMath1488.65251MaRDI QIDQ5156709

Shuhua Zhang, Na Yan, A. V. Lapin, Serguei Lapin

Publication date: 11 October 2021

Published in: Advances in Applied Mathematics and Mechanics (Search for Journal in Brave)

zbMATH Keywords

finite difference methodsoptimal control problemmean field gameparabolic diffusion-advection equation

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite difference methods for boundary value problems involving PDEs (65N06) Positive solutions to PDEs (35B09) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16) PDE constrained optimization (numerical aspects) (49M41)

Related Items (3)

A Convex Approximation for a PDE Constrained Fractional Optimization Problem with an Application to Photonic Crystal Design ⋮ Two meshless methods for Dirichlet boundary optimal control problem governed by elliptic PDEs ⋮ Approximation of a mean field game problem with Caputo time-fractional derivative

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Mean field games. I: The stationary case
• Mean field games. II: Finite horizon and optimal control
• New numerical methods for mean field games with quadratic costs
• Modeling and computation of mean field equilibria in producers' game with emission permits trading
• Mean Field Games: Convergence of a Finite Difference Method
• COMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICS
• An Introduction to Partial Differential Equations
• Mean Field Games: Numerical Methods

This page was built for publication: Analysis of Finite Difference Approximations of an Optimal Control Problem in Economics