Mean field games and applications: numerical aspects (Q2223587): Difference between revisions

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+Mean field games. I: The stationary case
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+Mean field games. II: Finite horizon and optimal control
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+Mean field games
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+Second order mean field games with degenerate diffusion and local coupling
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+Weak solutions to Fokker-Planck equations and mean field games
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+The Master Equation and the Convergence Problem in Mean Field Games
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+Mean Field Games: Numerical Methods
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+Mean Field Games for Modeling Crowd Motion
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+Mean Field Games: Numerical Methods for the Planning Problem
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+Mean Field Games: Convergence of a Finite Difference Method
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+Convergence of a Finite Difference Scheme to Weak Solutions of the System of Partial Differential Equations Arising in Mean Field Games
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+Mean field games systems of first order
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+On the implementation of a primal-dual algorithm for second order time-dependent Mean Field Games with local couplings
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+Finite Difference Methods for Mean Field Games
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+Proximal Methods for Stationary Mean Field Games with Local Couplings
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+Q3038523
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+A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem
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+Augmented Lagrangian methods for transport optimization, mean field games and degenerate elliptic equations
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+Preconditioning the Augmented Lagrangian Method for Instationary Mean Field Games with Diffusion
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+Mean field type control with congestion. II: An augmented Lagrangian method
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+On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
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+A first-order primal-dual algorithm for convex problems with applications to imaging
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+Q4527708
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+Iterative strategies for solving linearized discrete mean field games systems
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+Bi-CGSTAB: A Fast and Smoothly Converging Variant of Bi-CG for the Solution of Nonsymmetric Linear Systems
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+Long Time versus Steady State Optimal Control
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+Long time average of mean field games
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+Long Time Average of Mean Field Games with a Nonlocal Coupling
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+Numerical method for FBSDEs of McKean-Vlasov type
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+Cemracs 2017: numerical probabilistic approach to MFG
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+A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
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+Q3358031
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+Control of McKean-Vlasov dynamics versus mean field games
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+Mean field forward-backward stochastic differential equations
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+Probabilistic Theory of Mean Field Games with Applications I
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+Control and Nash games with mean field effect
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+Mean Field Games and Mean Field Type Control Theory
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+Mean field type control with congestion
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+On the system of partial differential equations arising in mean field type control
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+Partial differential equation models in macroeconomics
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+Q3787744
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+The risk-free rate in heterogeneous-agent incomplete-insurance economies
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+Optimal Control with State-Space Constraint I
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+Optimal Control with State-Space Constraint. II
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+Hamilton-Jacobi Equations with State Constraints
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+Existence and uniqueness for mean field games with state constraints
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+Mean field games with state constraints: from mild to pointwise solutions of the PDE system
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+A semi-discrete approximation for a first order mean field game problem
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+A Fully Discrete Semi-Lagrangian Scheme for a First Order Mean Field Game Problem
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+A semi-Lagrangian scheme for a degenerate second order mean field game system
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+On the Discretization of Some Nonlinear Fokker--Planck--Kolmogorov Equations and Applications
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+A numerical method for Mean Field Games on networks
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+An ergodic problem for Mean Field Games: qualitative properties and numerical simulations
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+Two numerical approaches to stationary mean-field games
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+A remark on Uzawa’s algorithm and an application to mean field games systems
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+Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic Case
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