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math.OC2024
Monotone inclusion methods for a class of second-order non-potential mean-field games
Levon Nurbekyan, Siting Liu, Yat Tin Chow
We propose a monotone splitting algorithm for solving a class of second-order non-potential mean-field games. Following [Achdou, Capuzzo-Dolcetta, "Mean Field Games: Numerical Meth…
math.OC2024
A Primal-dual hybrid gradient method for solving optimal control problems and the corresponding Hamilton-Jacobi PDEs
Tingwei Meng, Siting Liu, Wuchen Li +1
Optimal control problems are crucial in various domains, including path planning, robotics, and humanoid control, demonstrating their broad applicability. The connection between op…