An entropy minimization approach to second-order variational mean-field games
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Publication:4973292
DOI10.1142/S0218202519500283OpenAlexW2963057197MaRDI QIDQ4973292
Luca Nenna, Simone Di Marino, Guillaume Carlier, Jean-David Benamou
Publication date: 3 December 2019
Published in: Mathematical Models and Methods in Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1807.09078
Fokker-Planck equationmean-field gamesSchrödinger bridgesSinkhorn algorithm\(\Gamma\)-convergence entropy minimization
Numerical optimization and variational techniques (65K10) Numerical methods based on necessary conditions (49M05)
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