A Fully Discrete Semi-Lagrangian Scheme for a First Order Mean Field Game Problem-Reference-Cited by-同舟云学术

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A Fully Discrete Semi-Lagrangian Scheme for a First Order Mean Field Game Problem

Published:2014-01 Issue:1 Volume:52 Page:45-67
ISSN:0036-1429
Container-title:SIAM Journal on Numerical Analysis
language:en
Short-container-title:SIAM J. Numer. Anal.

Author:

Carlini E.,Silva F. J.

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Numerical Analysis,Applied Mathematics,Computational Mathematics

Link

http://epubs.siam.org/doi/pdf/10.1137/120902987

Reference17 articles.

1. Mean Field Games: Numerical Methods for the Planning Problem

2. Mean Field Games: Convergence of a Finite Difference Method

3. Mean Field Games: Numerical Methods

4. Markets with a Continuum of Traders

5. Convergence of approximation schemes for fully nonlinear second order equations

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