Central schemes for mean field games

DOI10.4310/CMS.2015.v13.n8.a9zbMath1377.91025OpenAlexW2742654790MaRDI QIDQ889120

Bojan Popov, Vladimir Tomov

Publication date: 6 November 2015

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/cms.2015.v13.n8.a9

zbMATH Keywords

mean field gamescentral schemes

Mathematics Subject Classification ID

Games with infinitely many players (91A07) 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) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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