Mean field games master equations: from discrete to continuous state space
type: Item
instance of: scholarly article
title: Mean field games master equations: from discrete to continuous state space
author: Charles Bertucci
author: Alekos Cecchin
published in: SIAM Journal on Mathematical Analysis
publication date: 2024-05-15T00:00:00Z
Mathematics Subject Classification ID: 35Q89
Mathematics Subject Classification ID: 49M25
Mathematics Subject Classification ID: 49N80
Mathematics Subject Classification ID: 60J28
Mathematics Subject Classification ID: 65M06
Mathematics Subject Classification ID: 65M75
Mathematics Subject Classification ID: 91A16
zbMATH DE Number: 7849795
zbMATH Keywords: mean field games
zbMATH Keywords: master equation
zbMATH Keywords: finite difference scheme
zbMATH Keywords: Markov chain approximation
zbMATH Keywords: convergence rate
zbMATH Keywords: monotone solutions
zbMATH Keywords: common noise
MaRDI profile type: Publication
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DOI: 10.1137/23M1552528
description: scientific article; zbMATH DE number 7849795