Generalized conditional gradient and learning in potential mean field games
DOI10.1007/s00245-023-10056-8arXiv2209.12772OpenAlexW4286978402MaRDI QIDQ6072098
Laurent Pfeiffer, Pierre Lavigne
Publication date: 29 November 2023
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2209.12772
learningfictitious playmean field gamesmean field optimal controlgeneralized conditional gradientexploitability
Decision theory (91B06) Optimality conditions for problems involving partial differential equations (49K20) Rationality and learning in game theory (91A26) Methods of reduced gradient type (90C52) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Hamilton-Jacobi equations (35F21) Mean field games (aspects of game theory) (91A16)
Cites Work
- Unnamed Item
- Second order mean field games with degenerate diffusion and local coupling
- Rates of convergence for the policy iteration method for mean field games systems
- A generalized conditional gradient method and its connection to an iterative shrinkage method
- Augmented Lagrangian methods for transport optimization, mean field games and degenerate elliptic equations
- Mean field games
- Mean field game of controls and an application to trade crowding
- Stable solutions in potential mean field game systems
- Schauder estimates for a class of potential mean field games of controls
- Weak solutions for potential mean field games of controls
- Mean field games and applications: numerical aspects
- Finite mean field games: fictitious play and convergence to a first order continuous mean field game
- Variational mean field games for market competition
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Controlled Markov processes and viscosity solutions
- Learning in mean field games: The fictitious play
- A policy iteration method for mean field games
- Numerical Optimization
- Proximal Methods for Stationary Mean Field Games with Local Couplings
- On the implementation of a primal-dual algorithm for second order time-dependent Mean Field Games with local couplings
- An entropy minimization approach to second-order variational mean-field games
- A Cucker--Smale Inspired Deterministic Mean Field Game with Velocity Interactions
- Discrete potential mean field games: duality and numerical resolution
This page was built for publication: Generalized conditional gradient and learning in potential mean field games