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Finite Difference Methods for Mean Field Games · Study

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ChapterFinite Difference Methods for Mean Field Games

Yves Achdou2013

Chapter2013

Finite Difference Methods for Mean Field Games

60 citations·0/0 files stored·Lecture notes in mathematics

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Stochastic processes and financial applications Advanced Numerical Methods in Computational Mathematics Nonlinear Partial Differential Equations

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References

2005Controlled Markov Processes and Viscosity Solutions 2007Mean field games 2006Jeux à champ moyen. I – Le cas stationnaire 2006Jeux à champ moyen. II – Horizon fini et contrôle optimal 2010Mean Field Games and Applications 2010Mean Field Games: Numerical Methods 2012Mean Field Games: Numerical Methods for the Planning Problem 2009Discrete time, finite state space mean field games

Cited by

2017Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach 2015Time-Dependent Mean-Field Games with Logarithmic Nonlinearities 2014Socio-economic applications of finite state mean field games 2015On the system of partial differential equations arising in mean field type control 2016Mean Field Type Control with Congestion 2020Mean field games of controls: Finite difference approximations

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2014Existence and Uniqueness Result for Mean Field Games with Congestion Effect on Graphsarticle · 14 shared references 2014Time-Dependent Mean-Field Games in the Subquadratic Casearticle · 11 shared references 2015Time-dependent mean-field games in the superquadratic casearticle · 11 shared references 2013Mean Field Games: Convergence of a Finite Difference Methodarticle · 10 shared references 2010Some Recent Aspects of Differential Game Theoryarticle · 10 shared references 2016Linear Quadratic Mean Field Type Control and Mean Field Games with Common Noise, with Application to Production of an Exhaustible Resourcearticle · 10 shared references

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Year2013

Typechapter

Published2013-01-01

VenueLecture notes in mathematics

ISSN-L0075-8434

Languageen

Citations60

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/978-3-642-36433-4_1

openalex_workW37026699

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2016

Mean Field Type Control with Congestion (II): An Augmented Lagrangian Method