3 citations · 4 across the 2 of their papers we have counts for
2 papers
math.NA2023★ 1 cited
Convergence Analysis of an Upwind Finite-Difference Scheme for Hamilton-Jacobi-Bellman Equations
Daisuke Inoue, Nao Hamamuki, Yuji Ito +3
We study the convergence of an upwind finite-difference scheme for Hamilton-Jacobi-Bellman equations on a one-dimensional periodic domain, considering both the value function and t…
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.…