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math.OC2026
Scalable Dynamic Optimal Transport via Distributed Linearized ADMM
Hari Dahal, Rongjie Lai, Yangyang Xu
In this paper, we address two fundamental challenges in the numerical solution of dynamic opti- mal transport (OT) problems. The first challenge arises when the initial and/or term…
math.OC2025
Joint Inference of Trajectory and Obstacle in Mean-Field Games via Bilevel Optimization
Han Huang, Jiajia Yu, Tianyi Chen +1
Mean field game (MFG) is an expressive modeling framework for systems with a continuum of interacting agents. While many approaches exist for solving the forward MFG, few have stud…
math.OC2024★ 5 cited
A Bilevel Optimization Method for Inverse Mean-Field Games
Jiajia Yu, Quan Xiao, Tianyi Chen +1
In this paper, we introduce a bilevel optimization framework for addressing inverse mean-field games, alongside an exploration of numerical methods tailored for this bilevel proble…