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Séminaire informel de théorie des systèmes (ISS)

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

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29 mars 2019   11h00 — 12h00

Levon Nurbekyan Université McGill, 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.


Entrée gratuite.
Bienvenue à tous!

Peter E. Caines responsable
Shuang Gao responsable
Aditya Mahajan responsable

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Salle MC 437
CIM
Pavillon McConnell
Université McGill
3480, rue University Montréal QC H3A 0E9 Canada

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