Mean Field Games Master Equations: From Discrete to Continuous State Space
Author:
Affiliation:
1. Centre de Mathématiques Appliquées, CNRS, UMR, 7641, École Polytechnique, 91128 Palaiseau Cedex, France.
2. Dipartimento di Matematica “Tullio Levi-Civita,” Università di Padova, 35121 Padova, Italy.
Funder
FDD
LABEX
FiME
INdAM-GNAMPA
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Reference44 articles.
1. Mean Field Games: Numerical Methods
2. Mean Field Games: Numerical Methods for the Planning Problem
3. Mean Field Games: Convergence of a Finite Difference Method
4. Two Numerical Approaches to Stationary Mean-Field Games
5. Finite state mean field games with Wright–Fisher common noise
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