Computation of Mean-Field Equilibria with Correlated Stochastic Processes

Описание

Тип публикации: доклад, тезисы доклада, статья из сборника материалов конференций

Конференция: International Conference on Finite Difference Methods; Lozenetz, Bulgaria; Lozenetz, Bulgaria

Год издания: 2019

Идентификатор DOI: 10.1007/978-3-030-11539-5_54

Ключевые слова: Carbon dioxide pollution, Finite differences, Mean-Field Game, Numerical approximation, Optimal control

Аннотация: The numerical algorithm is presented for solving differential problem formulated as the Mean-Field Game (MFG) with the coupled system of two parabolic partial differential equations: the Fokker-Plank-Kolmogorov equation and the Hamilton-Jacobi-Bellman one

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Издание

Журнал: Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Выпуск журнала: Vol. 11386 LNCS

Номера страниц: 468-475

ISSN журнала: 03029743

Издатель: Springer Verlag

Авторы

  • Shaydurov V. (Tianjin University of Finance and Economics, 25# Zhujiang Road, Hexi District, Tianjin, 300222, China, Institute of Computational Modeling of SB RAS, 50/44# Akademgorodok, Krasnoyarsk, 660036, Russian Federation)
  • Zhang S. (Tianjin University of Finance and Economics, 25# Zhujiang Road, Hexi District, Tianjin, 300222, China)
  • Kornienko V. (Tianjin University of Finance and Economics, 25# Zhujiang Road, Hexi District, Tianjin, 300222, China, Siberian Federal University, 79# Svobodnyi Prospect, Krasnoyarsk, 660041, Russian Federation)

Вхождение в базы данных

  • Scopus (цитирований 1)