Numerical methods for mean field games and mean field type control

DOI10.1090/PSAPM/078/06arXiv2106.06231OpenAlexW3212873270MaRDI QIDQ6082295

Mathieu Laurière

Publication date: 29 November 2023

Published in: Proceedings of Symposia in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.06231

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16) PDE constrained optimization (numerical aspects) (49M41) PDEs in connection with mean field game theory (35Q89)

Related Items (3)

Importance sampling for the empirical measure of weakly interacting diffusions ⋮ A Lagrange–Galerkin Scheme for First Order Mean Field Game Systems ⋮ Sequential propagation of chaos for mean-field BSDE systems

This page was built for publication: Numerical methods for mean field games and mean field type control