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

Номера страниц: 112461

ISSN журнала: 03770427

Издатель: Elsevier B.V.

Персоны

  • Shaydurov V (Tianjin Univ Finance & Econ, 25 Zhujiang Rd, Tianjin 300222, Peoples R China; Inst Computat Modeling SB RAS, 50-44 Akademgorodok, Krasnoyarsk 660036, Russia)
  • Zhang S. (Tianjin Univ Finance & Econ, 25 Zhujiang Rd, Tianjin 300222, Peoples R China)
  • Kornienko V (Inst Computat Modeling SB RAS, 50-44 Akademgorodok, Krasnoyarsk 660036, Russia; Siberian Fed Univ, 79 Svobodnyi Prospect, Krasnoyarsk 660041, RussiaArticle)