Browsing NTNU Open by Author "Ersland, Olav"
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Analysis and discretization of fractional Mean Field Games
Ersland, Olav (Doctoral theses at NTNU;2021:399, Doctoral thesis, 2021) -
On fractional and nonlocal parabolic Mean Field Games in the whole space
Ersland, Olav; Jakobsen, Espen Robstad (Peer reviewed; Journal article, 2021)We study Mean Field Games (MFGs) driven by a large class of nonlocal, fractional and anomalous diffusions in the whole space. These non-Gaussian diffusions are pure jump Lévy processes with some σ-stable like behaviour. ... -
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 ... -
Well-Posedness of a Fractional Mean Field Game System with Non-Local Coupling
Ersland, Olav (Master thesis, 2017)We prove existence and uniqueness of classical solutions for a fractional Mean Field Game system with non-local coupling, where the fractional exponent is greater than 1/2. To our knowledge this is not proven before in ...