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Reports (Research Report) Year : 2013

An Augmented Lagrangian Numerical approach to solving Mean-Fields Games

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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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Mathematics [math] Analysis of PDEs [math.AP]
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Jean-David Benamou  : Connect in order to contact the contributor

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Submitted on : Thursday, December 26, 2013-10:07:20 AM

Last modification on : Wednesday, October 26, 2022-2:08:53 PM

Long-term archiving on: Wednesday, March 26, 2014-10:15:31 PM

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hal-00922349 , version 1 (26-12-2013)

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  • HAL Id : hal-00922349 , version 1

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Jean-David Benamou, Guillaume Carlier, Nicolas Bonne. An Augmented Lagrangian Numerical approach to solving Mean-Fields Games. [Rapport de recherche] 2013, pp.30. ⟨hal-00922349⟩

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