Graph-structured tensor optimization for nonlinear density control and mean field games
DOI10.1137/23m1571587MaRDI QIDQ6576864
Isabel Haasler, Johan Karlsson, Yongxin Chen, Axel Ringh
Publication date: 23 July 2024
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
optimal transporttensor optimizationSinkhorn algorithmunbalanced optimal transportlarge-scale convex optimizationpotential mean field games
Programming involving graphs or networks (90C35) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Optimality conditions and duality in mathematical programming (90C46) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Discrete approximations in optimal control (49M25) Optimal transportation (49Q22)
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