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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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Dates and versions

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

Identifiers

  • HAL Id : hal-00922349 , version 1

Cite

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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