2 citations · 2 across the 2 of their papers we have counts for
3 papers
Particle approximation of one-dimensional Mean-Field-Games with local interactions
Marco Di Francesco, Serikbolsyn Duisembay, Diogo Aguiar Gomes +1
We study a particle approximation for one-dimensional first-order Mean-Field-Games (MFGs) with local interactions with planning conditions. Our problem comprises a system of a Hami…
Approximation of an optimal control problem for the time-fractional Fokker-Planck equation
Fabio Camilli, Serikbolsyn Duisembay, Qing Tang
In this paper, we study the numerical approximation of a system of PDEs with fractional time derivatives. This system is derived from an optimal control problem for a time-fraction…
Approximation of Hamilton-Jacobi equations with Caputo time-fractional derivative
Fabio Camilli, Serikbolsyn Duisembay
In this paper, we investigate the numerical approximation of Hamilton-Jacobi equations with the Caputo time-fractional derivative. We introduce an explicit in time discretization o…