Numerical methods for Mean field Games based on Gaussian Processes and Fourier Features

DOI10.1016/J.JCP.2022.111188arXiv2112.05414WikidataQ114163327 ScholiaQ114163327MaRDI QIDQ6385295

Chenchen Mou, Chao Zhou, Xianjin Yang

Publication date: 10 December 2021

Mathematics Subject Classification ID

Game theory (91Axx) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx) Partial differential equations of mathematical physics and other areas of application (35Qxx)

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