Artificial Viscosity Joint Spacetime Multigrid Method for Hamilton–Jacobi–Bellman and Kolmogorov–Fokker–Planck System Arising from Mean Field Games-Reference-Cited by-同舟云学术

Artificial Viscosity Joint Spacetime Multigrid Method for Hamilton–Jacobi–Bellman and Kolmogorov–Fokker–Planck System Arising from Mean Field Games

Published:2021-05-26 Issue:1 Volume:88 Page:
ISSN:0885-7474
Container-title:Journal of Scientific Computing
language:en
Short-container-title:J Sci Comput

Author:

Chen Yangang^ORCID,Wan Justin W. L.

Funder

Canadian Network for Research and Innovation in Machining Technology, Natural Sciences and Engineering Research Council of Canada

Publisher

Springer Science and Business Media LLC

Subject

Computational Theory and Mathematics,General Engineering,Theoretical Computer Science,Software,Applied Mathematics,Computational Mathematics,Numerical Analysis

Link

https://link.springer.com/content/pdf/10.1007/s10915-021-01520-0.pdf

Reference38 articles.

1. Achdou, Y.: Finite difference methods for mean field games. In: Hamilton-Jacobi equations: approximations, numerical analysis and applications, Lecture Notes in Math., vol. 2074, pp. 1–47. Springer, Heidelberg (2013). https://doi.org/10.1007/978-3-642-36433-4_1

2. Achdou, Y., Camilli, F., Capuzzo-Dolcetta, I.: Mean field games: numerical methods for the planning problem. SIAM J. Control Optim. 50(1), 77–109 (2012). https://doi.org/10.1137/100790069

3. Achdou, Y., Camilli, F., Capuzzo-Dolcetta, I.: Mean field games: convergence of a finite difference method. SIAM J. Numer. Anal. 51(5), 2585–2612 (2013). https://doi.org/10.1137/120882421

4. Achdou, Y., Capuzzo-Dolcetta, I.: Mean field games: numerical methods. SIAM J. Numer. Anal. 48(3), 1136–1162 (2010). https://doi.org/10.1137/090758477

5. Achdou, Y., Perez, V.: Iterative strategies for solving linearized discrete mean field games systems. Netw. Heterog. Media 7(2), 197–217 (2012). https://doi.org/10.3934/nhm.2012.7.197