3 papers
math.NA2022
Error estimates of a theta-scheme for second-order mean field games
J. Frédéric Bonnans, Kang Liu, Laurent Pfeiffer
We introduce and analyze a new finite-difference scheme, relying on the theta-method, for solving monotone second-order mean field games. These games consist of a coupled system of…
math.OC2022
Large-scale nonconvex optimization: randomization, gap estimation, and numerical resolution
J. Frédéric Bonnans, Kang Liu, Nadia Oudjane +2
We address a large-scale and nonconvex optimization problem, involving an aggregative term. This term can be interpreted as the sum of the contributions of N agents to some common…
math.OC2020
Approximate Nash equilibria in large nonconvex aggregative games
Kang Liu, Nadia Oudjane, Cheng Wan
This paper shows the existence of -Nash equilibria in -player noncooperative sum-aggregative games in which the players' cost functions, depending on…