Mean Field Games: Numerical Methods.
Yves AchdouItalo Capuzzo DolcettaPublished in: SIAM J. Numer. Anal. (2010)
Keyphrases
- numerical methods
- differential equations
- partial differential equations
- numerical solution
- finite element method
- markov random field
- computer games
- runge kutta
- level set method
- computer architecture
- em algorithm
- belief networks
- markov networks
- game playing
- black scholes
- multiscale
- nash equilibrium
- image enhancement
- level set
- state space
- multiresolution
- image analysis