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An Augmented Lagrangian Numerical approach to solving Mean-Fields Games

hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorBenamou, Jean-David
hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorCarlier, Guillaume
hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorBonne, Nicolas
dc.date.accessioned2020-05-07T11:51:34Z
dc.date.available2020-05-07T11:51:34Z
dc.date.issued2013
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/20707
dc.language.isofren
dc.subjectMean field gamesen
dc.subjectAugmented Lagrangianen
dc.subjectDouglas Rachforden
dc.subject.ddc515en
dc.titleAn Augmented Lagrangian Numerical approach to solving Mean-Fields Gamesen
dc.typeRapport
dc.description.abstractenCe rapport présente l'adaptation de l'algorithme ALG2 [1] en vue de résoudre numériquement des jeux á champ moyens variationnels [5].en
dc.publisher.nameINRIA - Institut national de la recherche en informatique et en automatiqueen
dc.publisher.cityLe Chesnayen
dc.identifier.citationpages30en
dc.relation.ispartofseriestitleINRIA - Institut national de la recherche en informatique et en automatiqueen
dc.relation.ispartofseriesnumber666en
dc.subject.ddclabelAnalyseen
dc.identifier.citationdate2013-12
dc.description.ssrncandidatenonen
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceNationalen
dc.description.rapportTypeRapport de rechercheen
dc.date.updated2020-05-07T11:38:49Z
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