MEAN FIELD GAMES: CONVERGENCE OF A FINITE DIFFERENCE METHOD - ACHDOU, YVES; CAMILLI, FABIO; CAPUZZO-DOLCETTA, ITALO (SIAM journal on numerical analysis, 2013)
Keywords: Applied mathematics; Approximation; Boundary conditions; Computer Science; Constraining; Convergence; Finite difference method; Games; Mathematical analysis; Mathematical models; Numerical Analysis; 91A23; finite difference schemes; 65M012; convergence AMS subject classifications 65M06; 9108; Mean field games; 49L25