Blar i NTNU Open på forfatter "Chowdhury, Indranil"
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Analysis and discretization of fractional Mean Field Games
Ersland, Olav (Doctoral theses at NTNU;2021:399, Doctoral thesis, 2021) -
On Numerical Approximations of Fractional and Nonlocal Mean Field Games
Chowdhury, Indranil; Ersland, Olav; Jakobsen, Espen Robstad (Peer reviewed; Journal article, 2022)We construct numerical approximations for Mean Field Games with fractional or nonlocal diffusions. The schemes are based on semi-Lagrangian approximations of the underlying control problems/games along with dual approximations ... -
On the rate of convergence for monotone numerical schemes for nonlocal Isaacs equations
Biswas, Imran H.; Chowdhury, Indranil; Jakobsen, Espen R. (Journal article; Peer reviewed, 2019)We study monotone numerical schemes for nonlocal Isaacs equations, the dynamic programming equations of stochastic differential games with jump-diffusion state processes. These equations are fully nonlinear nonconvex ...