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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.OC2018
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…