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Artificial Viscosity Joint Spacetime Multigrid Method for Hamilton-Jacobi-Bellman and Kolmogorov-Fokker-Planck System Arising from Mean Field Games.
Yangang Chen
Justin W. L. Wan
Published in:
J. Sci. Comput. (2021)
Keyphrases
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neural network
space time
probabilistic model
dynamic programming
fuzzy logic
convergence rate
game playing