26 citations · 111 across the 20 of their papers we have counts for
4 papers · 1 filter
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…
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…
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…
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…