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20182026
most citedDeep Backward and Galerkin Methods for the Finite State Master Equation

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math.OC2018

On the implementation of a primal-dual algorithm for second order time-dependent mean field games with local couplings

Luis Briceño-Arias, Dante Kalise, Ziad Kobeissi +3

We study a numerical approximation of a time-dependent Mean Field Game (MFG) system with local couplings. The discretization we consider stems from a variational approach described…