most citedMean field optimization problems: stability results and Lagrangian discretization

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math.OC2023

A mesh-independent method for second-order potential mean field games

Kang Liu, Laurent Pfeiffer

This article investigates the convergence of the Generalized Frank-Wolfe (GFW) algorithm for the resolution of potential and convex second-order mean field games. More specifically…

math.OC2023★ 1 cited

Mean field optimization problems: stability results and Lagrangian discretization

Kang Liu, Laurent Pfeiffer

We formulate and investigate a mean field optimization (MFO) problem over a set of probability distributions with a prescribed marginal . The cost function depends on an agg…