An Augmented Lagrangian Numerical approach to solving Mean-Fields Games

We present the application of the ALG2 algorithm [1] to solve numerically variationals mean field games [5].

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Source https://inria.hal.science/hal-00922349
Author Benamou, Jean-David, Carlier, Guillaume, Bonne, Nicolas
Maintainer CCSD
Last Updated May 7, 2026, 16:54 (UTC)
Created May 7, 2026, 16:54 (UTC)
Identifier hal-00922349
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Méthodes numériques pour le problème de Monge-Kantorovich et Applications en sciences sociales (MOKAPLAN) ; Inria Paris-Rocquencourt ; Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)
creator Benamou, Jean-David
date 2013-12-26T00:00:00
harvest_object_id f7abe9a3-1764-4016-a5c4-0b473e567376
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-10-24T00:00:00
set_spec type:REPORT