hamilton-jacobi-bellman 1markov chain approximation 1network diffusion 1semi-lagrangian scheme 1sticky diffusion 1viscosity solutions 1
From the 1 of 2 linked papers with an AI index.
2 papers
math.NA2026
Markov Chain Approximation of Sticky Diffusions and Hamilton-Jacobi-Bellman Equations on Networks
Alessio Basti, Jules Berry, Fabio Camilli
The paper introduces a discrete Markov‑chain method to approximate diffusions on networks with Kirchhoff and sticky vertex conditions, proves its convergence, and uses it to build…
math.AP2025
Stationary Mean Field Games on networks with sticky transition conditions
Jules Berry, Fabio Camilli
We study stochastic Mean Field Games on networks with sticky transition conditions. In this setting, the diffusion process governing the agent's dynamics can spend finite time both…