Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Convergence of a finite difference scheme to weak solutions of the system of partial differential equation arising in mean field games.
49L25, 65M012, 9108, 91A23, Convergence AMS subject classifications 65M06, Finite difference schemes, Mean field games
Mean Field Games: Convergence of a Finite Difference Method.
49L25, 65M012, 9108, 91A23, Convergence AMS subject classifications 65M06, Finite difference schemes, Mean field games