Show simple item record

dc.contributor.authorBenamou, Jean-David
dc.contributor.authorCarlier, Guillaume
dc.contributor.authorSantambrogio, Filippo
dc.date.accessioned2017-11-27T15:17:10Z
dc.date.available2017-11-27T15:17:10Z
dc.date.issued2017
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/17069
dc.language.isoenen
dc.subjectMean Field Games
dc.subject.ddc515en
dc.titleVariational Mean Field Games
dc.typeChapitre d'ouvrage
dc.description.abstractenThis 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.
dc.identifier.citationpages141-171
dc.relation.ispartoftitleActive Particles, Volume 1
dc.relation.ispartofeditorNicola Bellomo, Pierre Degond, Eitan Tadmor
dc.relation.ispartofpublnameSpringer
dc.relation.ispartofpublcityBerlin Heidelberg
dc.relation.ispartofdate2017
dc.relation.ispartofurl10.1007/978-3-319-49996-3
dc.subject.ddclabelAnalyseen
dc.relation.ispartofisbn978-3-319-49994-9
dc.relation.forthcomingnonen
dc.identifier.doi10.1007/978-3-319-49996-3_4
dc.description.ssrncandidatenon
dc.description.halcandidatenon
dc.description.readershiprecherche
dc.description.audienceInternational
dc.date.updated2018-04-13T08:19:15Z


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record