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math.NA2015★ 1 cited
Convergence of a finite difference scheme to weak solutions of the system of partial differential equation arising in mean field games
Yves Achdou, Alessio Porretta
Mean field type models describing the limiting behavior of stochastic differential games as the number of players tends to +, have been recently introduced by J-M. Lasry an…
math.NA2012★ 1 cited
Mean field games: convergence of a finite difference method
Yves Achdou, Fabio Camilli, Italo Capuzzo Dolcetta
Mean field type models describing the limiting behavior, as the number of players tends to , of stochastic differential game problems, have been recently introduced by J-M…