5 citations · 13 across the 6 of their papers we have counts for
Showing 2023Show all
2 papers · 1 filter
math.AP2023★ 1 cited
The convergence rate of vanishing viscosity approximations for mean field games
Wenpin Tang, Yuming Paul Zhang
Motivated by numerical challenges in first-order mean field games (MFGs) and the weak noise theory for the Kardar-Parisi-Zhang equation, we consider the problem of vanishing viscos…
math.OC2023★ 3 cited
Policy iteration for the deterministic control problems -- a viscosity approach
Wenpin Tang, Hung Vinh Tran, Yuming Paul Zhang
This paper is concerned with the convergence rate of policy iteration for (deterministic) optimal control problems in continuous time. To overcome the problem of ill-posedness due…