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Micro–macro modeling and scalable numerical methods for high-dimensional mean-field and control systems: structure-exploiting solvers and low-rank techniques

Amal Machtalay
HAL (France) · Papers · License: Open Access
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Hamilton-Jacobi-Bellman equation, Calcul scientifique à haute performance, Approximation $\varepsilon$-Nash, Équation de Hamilton–Jacobi–Bellman, 0, High-performance scientific computing, $\varepsilon$-Nash approximation, Trafic multi-classes
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Record · ID 1090697
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