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تسجيل مستخدم جديدA remark on Uzawas algorithm and an application to mean field games systems
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Charles Bertucci
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In this paper, we present an extension of Uzawas algorithm and apply it to build approximating sequences of mean field games systems. We prove that Uzawas iterations can be used in a more general situation than the one in it is usually used. We then present some numerical results of those iterations on discrete mean field games systems of optimal stopping, impulse control and continuous control.
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