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Leveraging the turnpike effect for Mean Field Games numerics - MaRDI portal

Leveraging the turnpike effect for Mean Field Games numerics

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Publication:6523914

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zbMatharXiv:2402.18725MaRDI QIDQ6523914

René A. Carmona, Unnamed Author

Publication date: 1 January 1

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Numerical methods for partial differential equations, boundary value problems (65Nxx) Experimental work for problems pertaining to game theory, economics, and finance (91-05) Computational methods for problems pertaining to systems and control theory (93-08)

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