A fast proximal gradient method and convergence analysis for dynamic mean field planning

DOI10.1090/MCOM/3879arXiv2102.13260MaRDI QIDQ6140842

Jiajia Yu, Wuchen Li, Stanley J. Osher, Rongjie Lai

Publication date: 2 January 2024

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.13260

zbMATH Keywords

multigrid methodoptimal transportmean field gamesFISTAmean field planning

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Discrete approximations in optimal control (49M25) Mean field games (aspects of game theory) (91A16) PDE constrained optimization (numerical aspects) (49M41)

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