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ISS Informal Systems Seminar

Fourier approximation methods for nonlocal mean-field games


Feb 1, 2019   11:00 AM — 12:00 PM

Levon Nurbekyan McGill University, Canada

We develop Fourier approximation methods for the solutions of first-order nonlocal mean-field games (MFG) systems. Using Fourier expansion techniques, we approximate a given MFG system by a simpler one that is equivalent to a convex optimization problem over a finite-dimensional subspace of continuous curves. Furthermore, we perform a time-discretization for this optimization problem and arrive at a finite-dimensional saddle point problem. Finally, we solve this saddle-point problem by a variant of a primal-dual hybrid gradient method.

Free entrance.
Welcome to everyone!

Peter E. Caines organizer
Aditya Mahajan organizer
Dena Firoozi organizer


Room MC 437
McConnell Building
McGill University
3480, rue University
Montréal QC H3A 0E9

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