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math.AP2016★ 1 cited
Mean Field Type Control with Congestion (II): An Augmented Lagrangian Method
Yves Achdou, Mathieu Lauriere
This work deals with a numerical method for solving a mean-field type control problem with congestion. It is the continuation of an article by the same authors, in which suitably d…
math.AP2015
Mean field type control with congestion
Yves Achdou, Mathieu Lauriere
We analyze some systems of partial differential equations arising in the theory of mean field type control with congestion effects. We look for weak solutions. Our main result is t…
math.AP2015
On the system of partial differential equations arising in mean field type control
Yves Achdou, Mathieu Lauriere
We discuss the system of Fokker-Planck and Hamilton-Jacobi-Bellman equations arising from the finite horizon control of McKean-Vlasov dynamics. We give examples of existence and un…