Discrete potential mean field games: duality and numerical resolution
DOI10.1007/s10107-023-01934-8zbMath1527.49030arXiv2106.07463OpenAlexW4323066053MaRDI QIDQ6052060
Laurent Pfeiffer, Pierre Lavigne, Joseph Frédéric Bonnans
Publication date: 23 October 2023
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.07463
ADMMdynamic programmingduality theoryKolmogorov equationmean field gamesprimal-dual optimizationADM-G
Convex programming (90C25) Discrete-time games (91A50) Duality theory (optimization) (49N15) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)
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