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ISS Informal Systems Seminar

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


Mar 29, 2019   11:00 AM — 12:00 PM

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!

Peter E. Caines organizer
Shuang Gao organizer
Aditya Mahajan organizer


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

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