54 citations · 106 across the 7 of their papers we have counts for
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math.AP2021
Generalized conditional gradient and learning in potential mean field games
J Frédéric Bonnans, Pierre Lavigne, Laurent Pfeiffer
We apply the generalized conditional gradient algorithm to potential mean field games and we show its well-posedeness. It turns out that this method can be interpreted as a learnin…
math.OC2021
Discrete potential mean field games: duality and numerical resolution
J. Frédéric Bonnans, Pierre Lavigne, Laurent Pfeiffer
We propose and investigate a general class of discrete time and finite state space mean field game (MFG) problems with potential structure. Our model incorporates interactions thro…