On Numerical Approximations of Fractional and Nonlocal Mean Field Games

We construct numerical approximations for Mean Field Games with fractional or nonlocal diffusions. The schemes are based on semi-Lagrangian approximations of the underlying control problems/games along with dual approximations of the distributions of agents. The methods are monotone, stable, and con...

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Hauptverfasser:	Chowdhury, Indranil, Ersland, Olav, Jakobsen, Espen Robstad
Format:	Artikel
Sprache:	eng
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