26 citations · 111 across the 20 of their papers we have counts for
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math.OC2022
Generalized conditional gradient and learning in potential mean field games
Pierre Lavigne, Laurent Pfeiffer
We investigate the resolution of second-order, potential, and monotone mean field games with the generalized conditional gradient algorithm, an extension of the Frank-Wolfe algorit…
math.OC2022
Decomposed resolution of finite-state aggregative optimal control problems
Kang Liu, Nadia Oudjane, Laurent Pfeiffer
A class of finite-state and discrete-time optimal control problems is introduced. The problems involve a large number of agents with independent dynamics, which interact through an…
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…