Approximations of two-dimensional Mean Field Games with nonsymmetric controls

Описание

Тип публикации: статья из журнала

Год издания: 2020

Идентификатор DOI: 10.1016/j.cam.2019.112461

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

Аннотация: The numerical methods are presented for solving economic problems formulated in the Mean-Field Game (MFG) form. The mean-field equilibrium is a solution of the coupled system of two parabolic partial differential equations: the Fokker–Planck–Kolmogorov eq

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Издание

Журнал: Journal of Computational and Applied Mathematics

Выпуск журнала: Vol. 367

ISSN журнала: 03770427

Издатель: Elsevier B.V.

Авторы

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

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