ESAIM: Mathematical Modelling and Numerical Analysis (ESAIM: M2AN)

Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption

Roxana Dumitrescu, Marcos Leutscher and Peter Tankov

ESAIM: M2AN, 57 2 (2023) 953-990

Published online: 07 April 2023

DOI: 10.1051/m2an/2023019

Roxana Dumitrescu

Marcos Leutscher

Peter Tankov

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