High order computation of optimal transport, mean field planning, and potential mean field games
From MaRDI portal
(Redirected from Publication:6095080)
Abstract: Mean-field games (MFGs) have shown strong modeling capabilities for large systems in various fields, driving growth in computational methods for mean-field game problems. However, high order methods have not been thoroughly investigated. In this work, we explore applying general high-order numerical schemes with finite element methods in the space-time domain for computing the optimal transport (OT), mean-field planning (MFP), and MFG problems. We conduct several experiments to validate the convergence rate of the high order method numerically. Those numerical experiments also demonstrate the efficiency and effectiveness of our approach.
Recommendations
Cites work
- A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem
- A fully discrete semi-Lagrangian scheme for a first order mean field game problem
- A mixed finite element discretization of dynamical optimal transport
- A primal-dual approach for solving conservation laws with implicit in time approximations
- A set of symmetric quadrature rules on triangles and tetrahedra
- Active particles, Volume 1. Advances in theory, models, and applications
- An augmented Lagrangian approach to Wasserstein gradient flows and applications
- An integral control formulation of mean field game based large scale coordination of loads in smart grids
- An optimization problem for mass transportation with congested dynamics
- Augmented Lagrangian method for optimal partial transportation
- Augmented Lagrangian methods for transport optimization, mean field games and degenerate elliptic equations
- Computational mean-field games on manifolds
- Computational mean-field information dynamics associated with reaction-diffusion equations
- Computational methods for first-order nonlocal mean field games with applications
- Controlling conservation laws. I: entropy-entropy flux
- Controlling conservation laws. II: Compressible Navier-Stokes equations
- Controlling propagation of epidemics via mean-field control
- Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. I: The ergodic case
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Finite mean field games: fictitious play and convergence to a first order continuous mean field game
- Global Well‐Posedness of Master Equations for Deterministic Displacement Convex Potential Mean Field Games
- scientific article; zbMATH DE number 3833218 (Why is no real title available?)
- scientific article; zbMATH DE number 1257370 (Why is no real title available?)
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Learning in mean field games: The fictitious play
- Long time average of first order mean field games and weak KAM theory
- Mean field control problems for vaccine distribution
- Mean field games
- Mean field games and applications
- Mean field games and applications: numerical aspects
- Mean field games and systemic risk
- Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity
- Mean field games models -- a brief survey
- Mean field games: numerical methods
- Mean field type control with congestion. II: An augmented Lagrangian method
- Mean-field games and dynamic demand management in power grids
- Mean-field games with differing beliefs for algorithmic trading
- Mean-field type modeling of nonlocal crowd aversion in pedestrian crowd dynamics
- On the identification of symmetric quadrature rules for finite element methods
- On the implementation of a primal-dual algorithm for second order time-dependent mean field games with local couplings
- On the planning problem for a class of mean field games
- Optimal transport with proximal splitting
- Preconditioning the augmented Lagrangian method for instationary mean field games with diffusion
- Random features for high-dimensional nonlocal mean-field games
- Scaling limits of discrete optimal transport
- Unconditional convergence for discretizations of dynamical optimal transport
Cited in
(10)- Bridging mean-field games and normalizing flows with trajectory regularization
- Reconstructing a state-independent cost function in a mean-field game model
- Solving mean field game based on physics-informed operator learning and deep reinforcement learning
- A nonlocal dispersive optimal transport: formulation and algorithm
- Solving unbalanced optimal transport on point cloud by tangent radial basis function method
- Structure preserving schemes for a class of Wasserstein gradient flows
- Efficient computation of mean field control based barycenters from reaction-diffusion systems
- Unique determination of cost functions in a multipopulation mean field game model
- A time-fractional optimal transport: formulation and algorithm
- Operator-splitting methods for L^2 optimal-transport using a convexity-preserving formulation of the Monge-Ampère equation
This page was built for publication: High order computation of optimal transport, mean field planning, and potential mean field games
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6095080)
