Lagrangian Discretization of Variational Mean Field Games
From MaRDI portal
Publication:5081085
Abstract: In this article, we introduce a method to approximate solutions of some variational mean field game problems with congestion, by finite sets of player trajectories. These trajectories are obtained by solving a minimization problem similar to the initial variational problem. In this discretized problem, congestion is penalized by a Moreau envelop with the 2-Wasserstein distance. Study of this envelop as well as efficient computation of its values and variations is done using semi-discrete optimal transport. We show convergence of the discrete sets of trajectories toward a solution of the mean field game, under some conditions on the parameters of the discretization.
Recommendations
- Discrete approximation of stationary mean field games
- A fully discrete semi-Lagrangian scheme for a first order mean field game problem
- Linear-quadratic mean field games
- Discrete potential mean field games: duality and numerical resolution
- Discrete mean field games: existence of equilibria and convergence
- Mean-field linear-quadratic stochastic differential games
- Lecture notes on variational mean field games
- Iterative strategies for solving linearized discrete mean field games systems
- A semi-discrete approximation for a first order mean field game problem
- Linear-quadratic mean field stochastic zero-sum differential games
Cites work
- scientific article; zbMATH DE number 1815381 (Why is no real title available?)
- scientific article; zbMATH DE number 467196 (Why is no real title available?)
- scientific article; zbMATH DE number 1376935 (Why is no real title available?)
- scientific article; zbMATH DE number 1909499 (Why is no real title available?)
- About the analogy between optimal transport and minimal entropy
- Characterization of absolutely continuous curves in Wasserstein spaces
- Convergence of a Newton algorithm for semi-discrete optimal transport
- Differentiation and regularity of semi-discrete optimal transport with respect to the parameters of the discrete measure
- Global-in-time regularity via duality for congestion-penalized Mean Field Games
- Gradient flows in metric spaces and in the space of probability measures
- Lagrangian discretization of crowd motion and linear diffusion
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Lecture notes on variational mean field games
- Mean field games. I: The stationary case
- Mean field games. II: Finite horizon and optimal control
- Mean field games: numerical methods
- Minimal Geodesics Along Volume-Preserving Maps, Through Semidiscrete Optimal Transport
- On the relation between optimal transport and Schrödinger bridges: a stochastic control viewpoint
- One-dimensional empirical measures, order statistics, and Kantorovich transport distances
- Optimal Transport
- Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
- Optimal transport: discretization and algorithms
- Polar factorization and monotone rearrangement of vector‐valued functions
- Proximal methods for stationary mean field games with local couplings
- The geometry of optimal transportation
Cited in
(4)
This page was built for publication: Lagrangian Discretization of Variational Mean Field Games
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5081085)
