Browsing NTNU Open by Author "Jakobsen, Espen R."
Now showing items 1-4 of 4
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A Numerical Method for Fractional Mean Field Games
Unneberg, Ulrik (Master thesis, 2024)Mean Field Games beskriver grenseatferden til stokastiske differensialspill når antall spillere tenderer mot ∞. I denne masteroppgaven utvikler vi et nytt konvergent numerisk skjema for å løse fraksjonelle Mean Field Games, ... -
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 ... -
The Master Equation in Mean Field Games
Hoel, Anders (Master thesis, 2022)I denne masteroppgaven beviser vi velstiltheten til Master Equation, som er en annenordens partiell differensiallikning definert for sannsynlighetsmål. Bevisene benytter en "karakteristikkmetode", der vi bruker velstilte ... -
Travelling and global-in-time solutions of water wave equations with mild and nonlocal dispersion
Mæhlen, Ola Isaac Høgåsen (Doctoral theses at NTNU;2021:308, Doctoral thesis, 2021)