Mean field type control with congestion. II: An augmented Lagrangian method

DOI10.1007/s00245-016-9391-zzbMath1360.65172arXiv1611.02023OpenAlexW2555846718MaRDI QIDQ520350

Yves Achdou, Mathieu Laurière

Publication date: 3 April 2017

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.02023

zbMATH Keywords

finite difference schemescongestionaugmented Lagrangianmean field type control

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Numerical optimization and variational techniques (65K10) Differential games and control (49N70) Nonlinear parabolic equations (35K55) Degenerate parabolic equations (35K65) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Weak solutions to PDEs (35D30) Numerical methods of relaxation type (49M20) Second-order parabolic systems (35K40)

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