{
  "id": "1207.2982",
  "version": "v1",
  "published": "2012-07-12T14:27:28.000Z",
  "updated": "2012-07-12T14:27:28.000Z",
  "title": "Mean field games: convergence of a finite difference method",
  "authors": [
    "Yves Achdou",
    "Fabio Camilli",
    "Italo Capuzzo Dolcetta"
  ],
  "categories": [
    "math.NA",
    "math.AP"
  ],
  "abstract": "Mean field type models describing the limiting behavior, as the number of players tends to $+\\infty$, of stochastic differential game problems, have been recently introduced by J-M. Lasry and P-L. Lions. Numerical methods for the approximation of the stationary and evolutive versions of such models have been proposed by the authors in previous works . Convergence theorems for these methods are proved under various assumptions",
  "revisions": [
    {
      "version": "v1",
      "updated": "2012-07-12T14:27:28.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "65M06",
      "65M12",
      "91A23",
      "49L25"
    ],
    "keywords": [
      "finite difference method",
      "mean field games",
      "convergence",
      "stochastic differential game problems",
      "mean field type models describing"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1207.2982A"
    }
  }
}