Mean field games: numerical methods for the planning problem
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Publication:2884587
DOI10.1137/100790069zbMATH Open1242.91014OpenAlexW2048308882MaRDI QIDQ2884587FDOQ2884587
Authors: Yves Achdou, Fabio Camilli, Italo Capuzzo Dolcetta 
Publication date: 30 May 2012
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/100790069
Recommendations
Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Games with infinitely many players (91A07) Stochastic games, stochastic differential games (91A15)
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- Sustainable management of tourist flow networks: a mean field model
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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
- Mean-field game modeling the bandwagon effect with activation costs
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- Decomposition and mean-field approach to mixed integer optimal compensation problems
- On the weak theory for mean field games systems
- Proximal methods for stationary mean field games with local couplings
- A Mean Field Game of Optimal Portfolio Liquidation
- High order variational numerical schemes with application to Nash-MFG vaccination games
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- Mean field games models of segregation
- Finite difference methods for mean field games
- A fully discrete semi-Lagrangian scheme for a first order mean field game problem
- The finite difference approximation preserving conjugate properties of the mean-field game equations
- The planning problem in mean field games as regularized mass transport
- A game-theoretic framework for autonomous vehicles velocity control: bridging microscopic differential games and macroscopic mean field games
- Risk-sensitive mean field games via the stochastic maximum principle
- Artificial viscosity joint spacetime multigrid method for Hamilton-Jacobi-Bellman and Kolmogorov-Fokker-Planck system arising from mean field games
- Algorithm for Hamilton-Jacobi equations in density space via a generalized Hopf formula
- On a mean field optimal control problem
- Augmented Lagrangian methods for transport optimization, mean field games and degenerate elliptic equations
- Time-dependent mean-field games in the subquadratic case
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- On numerical approximations of fractional and nonlocal mean field games
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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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- Modeling and computation of mean field game with compound carbon abatement mechanisms
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- Numerical methods for mean-field type optimal control problems
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- Numerical methods for finite-state mean-field games satisfying a monotonicity condition
- Time-dependent mean-field games in the superquadratic case
- One-dimensional, non-local, first-order stationary mean-field games with congestion: a Fourier approach
- Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource
- Mean field type control with congestion. II: An augmented Lagrangian method
- Existence and uniqueness result for mean field games with congestion effect on graphs
- Numerical solution of mean field games problems with turnpike effect
- An introduction to mean field game theory
- Model-free mean-field reinforcement learning: mean-field MDP and mean-field Q-learning
- Forward-backward algorithm for functions with locally Lipschitz gradient: applications to mean field games
- A fast proximal gradient method and convergence analysis for dynamic mean field planning
- Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. II: The finite horizon case
- Discrete potential mean field games: duality and numerical resolution
- A simple multiscale method for mean field games
- A Discrete Weak KAM Method for First-Order Stationary Mean Field Games
- Error estimates of a theta-scheme for second-order mean field games
- A potential approach for planning mean-field games in one dimension
- Numerical methods for mean field games based on Gaussian processes and Fourier features
- Particle approximation of one-dimensional mean-field games with local interactions
- Recent developments in machine learning methods for stochastic control and games
- Entropic Optimal Planning for Path-Dependent Mean Field Games
- Proximity operators of perspective functions with nonlinear scaling
- The group behavior analysis of the high-frequency traders based on mean field games approach
- Computation of optimal transport with finite volumes
- A fictitious-play finite-difference method for linearly solvable mean field games
- From mean field games to the best reply strategy in a stochastic framework
- Stochastic programming with primal-dual dynamics: a mean-field game approach
- Efficient preconditioners for solving dynamical optimal transport via interior point methods
- Stationary fully nonlinear mean-field games
- Mean field games master equations: from discrete to continuous state space
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