3 papers
math.OC2025
Initialization-driven neural generation and training for high-dimensional optimal control and first-order mean field games
Mouhcine Assouli, Justina Gianatti, Badr Missaoui +1
This paper first introduces a method to approximate the value function of high-dimensional optimal control by neural networks. Based on the established relationship between Pontrya…
math.NA2025
Parallel-in-Time Preconditioning for Time-Dependent Variational Mean Field Games
Heidi Wolles Ljósheim, Dante Kalise, John W. Pearson +1
We study the numerical approximation of a time-dependent variational mean field game system with local couplings and either periodic or Neumann boundary conditions. Following a var…
math.NA2025
A Semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with Dirichlet boundary conditions
Elisabetta Carlini, Athena Picarelli, Francisco J. Silva
We study the numerical approximation of time-dependent, possibly degenerate, second-order Hamilton-Jacobi-Bellman equations in bounded domains with nonhomogeneous Dirichlet boundar…