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]
@article{AchdouCD13,
title = {Mean Field Games: Convergence of a Finite Difference Method},
author = {Yves Achdou and Fabio Camilli and Italo Capuzzo Dolcetta},
year = {2013},
doi = {10.1137/120882421},
url = {http://dx.doi.org/10.1137/120882421},
researchr = {https://researchr.org/publication/AchdouCD13},
cites = {0},
citedby = {0},
journal = {SIAM J. Numerical Analysis},
volume = {51},
number = {5},
pages = {2585-2612},
}