An entropy minimization approach to second-order variational mean-field games

DOI10.1142/S0218202519500283MaRDI QIDQ4973292zbMATH OpenOpenAlexFDO

Authors Guillaume Carlier, Simone Di Marino, Luca Nenna, Jean-David Benamou

Publication date 3 December 2019

Published in M\(^3\)AS. Mathematical Models \& Methods in Applied Sciences (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1807.09078

zbMATH Keywords

\(\Gamma\)-convergence entropy minimizationFokker-Planck equationmean-field gamesSchrödinger bridgesSinkhorn algorithm

Mathematics Subject Classification ID

Numerical methods based on necessary conditions (49M05) Numerical optimization and variational techniques (65K10)

Recommendations

• Lagrangian Discretization of Variational Mean Field Games
• A variational approach to second order mean field games with density constraints: the stationary case
• On the variational formulation of some stationary second-order mean field games systems
• The variational structure and time-periodic solutions for mean-field games systems
• Two numerical approaches to stationary mean-field games

Cites work

• A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem
• A numerical method to solve multi-marginal optimal transport problems with Coulomb cost
• A splitting method for nonlinear diffusions with nonlocal, nonpotential drifts
• A survey of the Schrödinger problem and some of its connections with optimal transport
• About the analogy between optimal transport and minimal entropy
• An entropic interpolation problem for incompressible viscous fluids
• Augmented Lagrangian methods for transport optimization, mean field games and degenerate elliptic equations
• Benamou-Brenier and duality formulas for the entropic cost on \(\mathsf{RCD}^*(K,N)\) spaces
• Computation of Cournot-Nash equilibria by entropic regularization
• Convergence of a finite difference scheme to weak solutions of the system of partial differential equations arising in mean field games
• Cupid's invisible hand: social surplus and identification in matching models
• Diagonal Equivalence to Matrices with Prescribed Row and Column Sums
• Entropic approximation of Wasserstein gradient flows
• From the Schrödinger problem to the Monge-Kantorovich problem
• Generalized incompressible flows, multi-marginal transport and Sinkhorn algorithm
• Girsanov theory under a finite entropy condition
• scientific article; zbMATH DE number 4080537 (Why is no real title available?)
• scientific article; zbMATH DE number 3778409 (Why is no real title available?)
• scientific article; zbMATH DE number 3005682 (Why is no real title available?)
• scientific article; zbMATH DE number 2152346 (Why is no real title available?)
• scientific article; zbMATH DE number 1448982 (Why is no real title available?)
• Iterative Bregman projections for regularized transportation problems
• Large deviations and Nelson processes
• Large deviations from the mckean-vlasov limit for weakly interacting diffusions
• Logarithmic Sobolev Inequalities for the Heat-Diffusion Semigroup
• Mean field games
• Mean field games equations with quadratic Hamiltonian: a specific approach
• Mean field games. I: The stationary case
• Mean field games. II: Finite horizon and optimal control
• Mean field games: convergence of a finite difference method
• Mean field games: numerical methods
• Monge's problem with a quadratic cost by the zero-noise limit of \(h\)-path processes
• On the relation between optimal transport and Schrödinger bridges: a stochastic control viewpoint
• Preconditioning the augmented Lagrangian method for instationary mean field games with diffusion
• Proximal methods for stationary mean field games with local couplings
• Scaling algorithms for unbalanced optimal transport problems
• Second order mean field games with degenerate diffusion and local coupling
• Stabilized Sparse Scaling Algorithms for Entropy Regularized Transport Problems

Cited in

(21)

• Hardness results for multimarginal optimal transport problems
• Dynamical Schrödinger bridge problems on graphs
• The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities
• On an optimal control problem of time-fractional advection-diffusion equation
• Fourier approximation methods for first-order nonlocal mean-field games
• Wasserstein Barycenters Are NP-Hard to Compute
• Optimal transportation, modelling and numerical simulation
• Polynomial-time algorithms for multimarginal optimal transport problems with structure
• Discrete potential mean field games: duality and numerical resolution
• Generalized conditional gradient and learning in potential mean field games
• Entropic Optimal Planning for Path-Dependent Mean Field Games
• The dynamical Schrödinger problem in abstract metric spaces
• Toward a mathematical theory of trajectory inference
• Graph-structured tensor optimization for nonlinear density control and mean field games
• Applications of optimal transportation. Abstracts from the workshop held February 4--9, 2024
• Convergence rate of the solution of multi-marginal Schrödinger bridge problem with marginal constraints from SDEs
• Deep learning for mean field optimal transport
• The Riemannian geometry of Sinkhorn divergences
• A variational formulation of a multi-population mean field games with non-local interactions
• Variational time-fractional mean field games
• A mean field game model for the evolution of cities

This page was built for publication: An entropy minimization approach to second-order variational mean-field games

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4973292)