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Linear programming fictitious play algorithm for mean field..:
Dumitrescu, Roxana
;
Leutscher, Marcos
;
Tankov, Peter
ESAIM: Mathematical Modelling and Numerical Analysis. 57 (2023) 2 - p. 953-990 , 2023
Link:
https://doi.org/10.1051/m2an/2023019
RT Journal T1 <Title>Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1051_m2an_2023019&Exemplar=1&LAN=DE A1 Dumitrescu, Roxana A1 Leutscher, Marcos A1 Tankov, Peter PB EDP Sciences YR 2023 SN 2822-7840 SN 2804-7214 JF ESAIM: Mathematical Modelling and Numerical Analysis VO 57 IS 2 SP 953 OP 990 LK http://dx.doi.org/https://doi.org/10.1051/m2an/2023019 DO https://doi.org/10.1051/m2an/2023019 SF ELIB - SuUB Bremen
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