Retour aux activités
Séminaire informel de théorie des systèmes (ISS)
Fourier approximation methods for nonlocal mean-field games
Levon Nurbekyan – Université McGill, 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.
Entrée gratuite.
Bienvenue à tous!
Lieu
Salle MC 437
CIM
Pavillon McConnell
Université McGill
CIM
Pavillon McConnell
Université McGill
3480, rue University
Montréal QC H3A 0E9
Canada
Montréal QC H3A 0E9
Canada