solidot新版网站常见问题,请点击这里查看。
消息
本文已被查看2925次
A remark on Uzawa's algorithm and an application to mean field games systems. (arXiv:1810.01181v1 [math.AP])
来源于:arXiv
In this paper, we present an extension of Uzawa's algorithm and apply it to
build approximating sequences of mean field games systems. We prove that
Uzawa's iterations can be used in a more general situation than the one in it
is usually used. We then present some numerical results of those iterations on
discrete mean field games systems of optimal stopping, impulse control and
continuous control. 查看全文>>