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An Augmented Lagrangian Numerical approach to solving Mean-Fields Games
Authors
Jean-David Benamou
Nicolas Bonne
Guillaume Carlier
Publication date
1 January 2013
Publisher
HAL CCSD
Abstract
We present the application of the ALG2 algorithm [1] to solve numerically variationals mean field games [5].Ce rapport présente l'adaptation de l'algorithme ALG2 [1] en vue de résoudre numériquement des jeux á champ moyens variationnels [5]
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INRIA a CCSD electronic archive server
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oai:HAL:hal-00922349v1
Last time updated on 09/11/2016
Base de publications de l'université Paris-Dauphine
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oai:basepub.dauphine.fr:123456...
Last time updated on 09/07/2019