Name
Abstract | ||
|---|---|---|
Mean field type models describing the limiting behavior, as the number of players tends to $+\infty$, of stochastic differential game problems, have been recently introduced by J.-M. Lasry and P.-L. Lions [C. R. Math. Acad. Sci. Paris, 343 (2006), pp. 619-625; C. R. Math. Acad. Sci. Paris, 343 (2006), pp. 679-684; Jpn. J. Math., 2 (2007), pp. 229-260]. Numerical methods for the approximation of the stationary and evolutive versions of such models are proposed here. In particular, existence and uniqueness properties as well as bounds for the solutions of the discrete schemes are investigated. Numerical experiments are carried out. |
Year | DOI | Venue |
|---|---|---|
2010 | 10.1137/090758477 | SIAM J. Numerical Analysis |
Keywords | DocType | Volume |
mean field games,mean field type model,numerical method,c. r,numerical experiment,j. math,stochastic differential game problem,evolutive version,discrete scheme,numerical methods,uniqueness property,mean field | Journal | 48 |
Issue | ISSN | Citations |
3 | 0036-1429 | 55 |
PageRank | References | Authors |
8.50 | 1 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Yves Achdou | 1 | 197 | 32.74 |
| Italo Capuzzo-Dolcetta | 2 | 92 | 13.11 |