A semi-Lagrangian scheme for a degenerate second order mean field game system

Author:

Carlini Elisabetta, ,J. Silva Francisco,

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

Applied Mathematics,Discrete Mathematics and Combinatorics,Analysis

Reference32 articles.

1. On numerical approximations of the Hamilton-Jacobi-transport system arising in high frequency,;Y. Achdou;Discrete and Continuous Dynamical Systems- Series B,2014

2. Mean field games: Convergence of a finite difference method,;Y. Achdou;SIAM J. Numer. Anal.,2013

3. Mean field games: Numerical methods,;Y. Achdou;SIAM Journal of Numerical Analysis,2010

4. Gradient Flows in Metric Spaces and in the Space of Probability Measures,;L. Ambrosio;Second edition. Lecture notes in Mathematics ETH Zürich. Birkhäuser Verlag,2008

5. Convergence of approximation schemes for fully nonlinear second order equations,;G. Barles;Asymptotic Anal.,1991

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