Сибирский федеральный университет

Тип публикации: доклад, тезисы доклада, статья из сборника материалов конференций

Конференция: International Conference for Promoting the Application of Mathematics in Technical and Natural Sciences, AMiTaNS 2019

Год издания: 2019

Идентификатор DOI: 10.1063/1.5130857

Аннотация: The paper presents a computational scheme for solving economic problems formulated in terms of Mean Field Game theory. The equilibrium of the Mean Field leads to a coupled system of two parabolic partial differential equations: Fokker-Planck-Kolmogorov and Hamilton-Jacobi-Bellman ones. The article is devoted to the discrete approximation of these equations and the application of the Mean Field theory directly at the discrete level. Contrary to other studies, the monotonic algorithm constructed here is applicable to problem with more general control function. This algorithm is applied to the problem of heating insulation. © 2019 Author(s).

Журнал: AIP Conference Proceedings

Выпуск журнала: Vol. 2164

Номера страниц: 110012

ISSN журнала: 0094243X

Издатель: American Institute of Physics Inc.

• Shaydurov V.V. (Tianjin University of Finance and Economics, Tianjin, China, Institute of Computational Modeling of Federal Research Center KSC SB RAS, Krasnoyarsk, Russian Federation)
• Kornienko V.S. (Institute of Computational Modeling of Federal Research Center KSC SB RAS, Krasnoyarsk, Russian Federation, Siberian Federal University, Krasnoyarsk, Russian Federation)

• Scopus
• Ядро РИНЦ (eLIBRARY.RU)