Name
Abstract | ||
|---|---|---|
Mean field type models describing the limiting behavior of stochastic differential games as the number of players tends to +infinity have been recently introduced by Lasry and Lions. Numerical methods for the approximation of the stationary and evolutive versions of such models have been proposed by the authors in previous works. Here, convergence theorems for these methods are proved under various assumptions on the coupling operator. |
Year | DOI | Venue |
|---|---|---|
2013 | 10.1137/120882421 | SIAM JOURNAL ON NUMERICAL ANALYSIS |
Keywords | Field | DocType |
mean field games,finite difference schemes,convergence | Convergence (routing),Mathematical optimization,Coupling,Mathematical analysis,Mean field theory,Operator (computer programming),Finite difference method,Numerical analysis,Limiting,Mathematics | Journal |
Volume | Issue | ISSN |
51 | 5 | 0036-1429 |
Citations | PageRank | References |
6 | 0.61 | 5 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Yves Achdou | 1 | 197 | 32.74 |
| Fabio Camilli | 2 | 139 | 20.32 |
| Italo Capuzzo Dolcetta | 3 | 8 | 1.38 |