Mean Field Games: Convergence of a Finite Difference Method

Yves Achdou, Fabio Camilli, Italo Capuzzo Dolcetta. Mean Field Games: Convergence of a Finite Difference Method. SIAM J. Numerical Analysis, 51(5):2585-2612, 2013. [doi]

Authors

Yves Achdou

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Fabio Camilli

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Italo Capuzzo Dolcetta

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