On the implementation of a primal-dual algorithm for second order time-dependent Mean Field Games with local couplings
From MaRDI portal
Publication:4967880
DOI10.1051/proc/201965330zbMath1418.49032arXiv1802.07902OpenAlexW2964137460MaRDI QIDQ4967880
Mathieu Laurière, Álvaro Mateos González, Dante Kalise, Luis M. Briceño-Arias, Francisco J. Silva, Ziad Kobeissi
Publication date: 11 July 2019
Published in: ESAIM: Proceedings and Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.07902
finite difference schemenumerical approximationmean field gamesimplementation of a primal-dual algorithm
Numerical optimization and variational techniques (65K10) Differential games (aspects of game theory) (91A23) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Discrete approximations in optimal control (49M25)
Related Items (22)
A simple multiscale method for mean field games ⋮ Numerical methods for mean field games based on Gaussian processes and Fourier features ⋮ Primal dual methods for Wasserstein gradient flows ⋮ Particle approximation of one-dimensional mean-field games with local interactions ⋮ Nonlocal Bertrand and Cournot mean field games with general nonlinear demand schedule ⋮ Mean field control problems for vaccine distribution ⋮ Stochastic programming with primal-dual dynamics: a mean-field game approach ⋮ Discrete potential mean field games: duality and numerical resolution ⋮ Generalized conditional gradient and learning in potential mean field games ⋮ High order computation of optimal transport, mean field planning, and potential mean field games ⋮ Policy iteration method for time-dependent mean field games systems with non-separable Hamiltonians ⋮ Controlling conservation laws. I: entropy-entropy flux ⋮ Computational mean-field games on manifolds ⋮ Mean field games and applications: numerical aspects ⋮ A projected primal-dual method for solving constrained monotone inclusions ⋮ Computational Methods for First-Order Nonlocal Mean Field Games with Applications ⋮ Monotone solutions for mean field games master equations: finite state space and optimal stopping ⋮ Artificial viscosity joint spacetime multigrid method for Hamilton-Jacobi-Bellman and Kolmogorov-Fokker-Planck system arising from mean field games ⋮ Linear-quadratic zero-sum mean-field type games: optimality conditions and policy optimization ⋮ Splitting methods for a class of non-potential mean field games ⋮ Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic Case ⋮ Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. II: The finite horizon case
Cites Work
- Unnamed Item
- Mean field games with nonlinear mobilities in pedestrian dynamics
- Second order mean field games with degenerate diffusion and local coupling
- Mean field games. II: Finite horizon and optimal control
- Augmented Lagrangian methods for transport optimization, mean field games and degenerate elliptic equations
- A variational approach to second order mean field games with density constraints: the stationary case
- Mean field games
- A dual algorithm for the solution of nonlinear variational problems via finite element approximation
- A proximal-based deomposition method for compositions method for convex minimization problems
- Mean field control hierarchy
- Preconditioning techniques for large linear systems: A survey
- A first-order primal-dual algorithm for convex problems with applications to imaging
- Iterative strategies for solving linearized discrete mean field games systems
- Weak solutions to Fokker-Planck equations and mean field games
- Mean field games models -- a brief survey
- Duality and stability in extremum problems involving convex functions
- Regularity Theory for Mean-Field Game Systems
- Mean Field Games: Convergence of a Finite Difference Method
- Optimal Transport with Proximal Splitting
- Mean Field Games: Numerical Methods for the Planning Problem
- A Monotone+Skew Splitting Model for Composite Monotone Inclusions in Duality
- Weak Solutions for First Order Mean Field Games with Local Coupling
- COMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICS
- Rigorous Quantitative Analysis of Multigrid, I. Constant Coefficients Two-Level Cycle with $L_2 $-Norm
- Preconditioning the Augmented Lagrangian Method for Instationary Mean Field Games with Diffusion
- On the Variational Formulation of Some Stationary Second-Order Mean Field Games Systems
- Proximal Methods for Stationary Mean Field Games with Local Couplings
- Mean field games systems of first order
- Remarks on Long Time Versus Steady State Optimal Control
- Mean Field Games and Mean Field Type Control Theory
- Mean Field Games: Numerical Methods
- Convergence of a Finite Difference Scheme to Weak Solutions of the System of Partial Differential Equations Arising in Mean Field Games
- Convex analysis and monotone operator theory in Hilbert spaces
This page was built for publication: On the implementation of a primal-dual algorithm for second order time-dependent Mean Field Games with local couplings
