Numerical solution of Hamilton Jacobi Bellmann (HJB) equations from a Mean Field Game Perspective

Reinhold Schneider (TU Berlin)

Apr 05. 2022, 14:20 — 15:10

Further Information
Venue:
ESI Boltzmann Lecture Hall
Associated Event:
Adaptivity, High Dimensionality and Randomness (Workshop)
Organizer(s):
Carsten Carstensen (HU Berlin)
Albert Cohen (Sorbonne U, Paris)
Michael Feischl (TU Vienna)
Christoph Schwab (ETH Z├╝rich)