1 citations · 1 across the 3 of their papers we have counts for
5 papers
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…
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…
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…
A high-order scheme for mean field games
Elisa Calzola, Elisabetta Carlini, Francisco J. Silva
In this paper we propose a high-order numerical scheme for time-dependent mean field games systems. The scheme, which is built by combining Lagrange-Galerkin and semi-Lagrangian te…
On the implementation of a primal-dual algorithm for second order time-dependent mean field games with local couplings
Luis Briceño-Arias, Dante Kalise, Ziad Kobeissi +3
We study a numerical approximation of a time-dependent Mean Field Game (MFG) system with local couplings. The discretization we consider stems from a variational approach described…