15 citations · 34 across the 8 of their papers we have counts for
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math.AP2021
On Numerical approximations of fractional and nonlocal Mean Field Games
Indranil Chowdhury, Olav Ersland, Espen R. Jakobsen
We construct numerical approximations for Mean Field Games with fractional or nonlocal diffusions. The schemes are based on semi-Lagrangian approximations of the underlying control…
math.AP2021★ 1 cited
On fully nonlinear parabolic mean field games with nonlocal and local diffusions
Indranil Chowdhury, Espen R. Jakobsen, Miłosz Krupski
We introduce a class of fully nonlinear mean field games posed in . We justify that they are related to controlled local or nonlocal diffusions, and more g…