activity
20162024
most citedA fictitious-play finite-difference method for linearly solvable mean field games

3 citations · 4 across the 5 of their papers we have counts for

collaborators

14 papers

math.NA2024

An Uncertainty-aware, Mesh-free Numerical Method for Kolmogorov PDEs

Daisuke Inoue, Yuji Ito, Takahito Kashiwabara +2

This study introduces an uncertainty-aware, mesh-free numerical method for solving Kolmogorov PDEs. In the proposed method, we use Gaussian process regression (GPR) to smoothly int…

math.NA2023★ 1 cited

Convergence Analysis of the Upwind Difference Methods for Hamilton-Jacobi-Bellman Equations

Daisuke Inoue, Yuji Ito, Takahito Kashiwabara +2

This paper investigates the convergence properties of the upwind difference scheme for the Hamilton--Jacobi--Bellman (HJB) equation, a central partial differential equation in opti…

math.OC2022★ 3 cited

A fictitious-play finite-difference method for linearly solvable mean field games

Daisuke Inoue, Yuji Ito, Takahito Kashiwabara +2

An iterative finite difference scheme for mean field games (MFGs) is proposed. The target MFGs are derived from control problems for multidimensional systems with advection terms.…

math.NA2022

A finite element method to a periodic steady-state problem for an electromagnetic field system using the space-time finite element exterior calculus

Masaru Miyashita, Norikazu Saito

This paper proposes a finite element method for solving the periodic steady-state problem for the scalar-valued and vector-valued Poisson equations, a simple reduction model of the…

math.NA2020

A mass-lumping finite element method for radially symmetric solution of a multidimensional semilinear heat equation with blow-up

Toru Nakanishi, Norikazu Saito

This study presents a new mass-lumping finite element method for computing the radially symmetric solution of a semilinear heat equation in an dimensional ball (). We p…

math.OC2020

Model Predictive Mean Field Games for Controlling Multi-Agent Systems

Daisuke Inoue, Yuji Ito, Takahito Kashiwabara +2

When controlling multi-agent systems, the trade-off between performance and scalability is a major challenge. Here, we address this difficulty by using mean field games (MFGs), whi…