An Augmented Lagrangian Numerical approach to solving Mean-Fields Games

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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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