research
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01/16/2023
Convergence Analysis of the Upwind Difference Methods for Hamilton-Jacobi-Bellman Equations
The convergence properties of the upwind difference scheme for the Hamil...
research
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04/15/2022
A Fictitious-play Finite-difference Method for Linearly Solvable Mean Field Games
A new numerical method for mean field games (MFGs) is proposed. The targ...
research
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11/16/2020