Lagrangian Discretization of Variational Mean Field Games
From MaRDI portal
Publication:5081085
DOI10.1137/20M1377291zbMath1498.91041arXiv2010.11519MaRDI QIDQ5081085
Publication date: 1 June 2022
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.11519
variational methodcongestionmean field gamesLagrangian discretizationLaguerre cellsMoreau-Yosida system
Numerical optimization and variational techniques (65K10) Mean field games (aspects of game theory) (91A16) Potential and congestion games (91A14) PDEs in connection with mean field game theory (35Q89)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the relation between optimal transport and Schrödinger bridges: a stochastic control viewpoint
- Mean field games. I: The stationary case
- Characterization of absolutely continuous curves in Wasserstein spaces
- Mean field games. II: Finite horizon and optimal control
- The geometry of optimal transportation
- About the analogy between optimal transport and minimal entropy
- Differentiation and regularity of semi-discrete optimal transport with respect to the parameters of the discrete measure
- Lecture notes on variational mean field games
- Optimal transport: discretization and algorithms
- Convergence of a Newton algorithm for semi-discrete optimal transport
- Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Polar factorization and monotone rearrangement of vector‐valued functions
- Global-in-time regularity via duality for congestion-penalized Mean Field Games
- Proximal Methods for Stationary Mean Field Games with Local Couplings
- Lagrangian Discretization of Crowd Motion and Linear Diffusion
- One-dimensional empirical measures, order statistics, and Kantorovich transport distances
- Mean Field Games: Numerical Methods
- Minimal Geodesics Along Volume-Preserving Maps, Through Semidiscrete Optimal Transport
- Optimal Transport