Variational Mean Field Games - Archive ouverte HAL
Chapitre D'ouvrage Année : 2017

Variational Mean Field Games

Résumé

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.
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Dates et versions

hal-01295299 , version 1 (15-04-2016)

Identifiants

  • HAL Id : hal-01295299 , version 1

Citer

Jean-David Benamou, Guillaume Carlier, Filippo Santambrogio. Variational Mean Field Games. Nicola Bellomo, Pierre Degond, Eitan Tadmor. Active Particles, Volume 1, Springer, pp.141-171, 2017. ⟨hal-01295299⟩
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