3 citations · 4 across the 2 of their papers we have counts for
2 papers
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.…