Group for Research in Decision Analysis

Variational structures and optimization methods for mean field game (MFG) systems

Levon Nurbekyan McGill University, Canada

In this talk, I aim at making a case for applying optimization methods for numerical solutions of partial differential equations (PDE). Furthermore, I will examine the variational structure of MFG systems and survey several optimization methods to solve MFG systems that rely on this structure.


Free entrance.
Welcome to everyone!