Variational Mean Field Games
Benamou, Jean-David; Carlier, Guillaume; Santambrogio, Filippo (2017), Variational Mean Field Games, in Nicola Bellomo, Pierre Degond, Eitan Tadmor, Active Particles, Volume 1, Springer : Berlin Heidelberg, p. 141-171. 10.1007/978-3-319-49996-3_4
Book titleActive Particles, Volume 1
Book authorNicola Bellomo, Pierre Degond, Eitan Tadmor
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Abstract (EN)This paper is a brief presentation of those Mean Field Games with congestion penalization which have a variational structure, starting from the deterministic dynamical framework. The stochastic framework (i.e. with diffusion) is also presented both in the stationary and dynamic case. The variational problems relevant for MFG are described via Eulerian and Lagrangian languages, and the connection with equilibria is explained by means of convex duality and of optimality conditions. The convex structure of the problem also allows for efficient numerical treatment, based on Augmented Lagrangian Algorithms, and some new simulations are shown at the end of the paper.
Subjects / KeywordsMean Field Games
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