New numerical methods for mean field games with quadratic costs.
Olivier GuéantPublished in: Networks Heterog. Media (2012)
Keyphrases
- numerical methods
- differential equations
- partial differential equations
- markov random field
- numerical solution
- finite element method
- nash equilibrium
- finite difference method
- level set method
- bayesian inference
- computer games
- em algorithm
- belief networks
- pairwise
- computational complexity
- approximation schemes
- level set
- game playing
- similarity measure
- image segmentation
- semi implicit
- machine learning