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ISS Informal Systems Seminar
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!
Location
Room MC 437
CIM
McConnell Building
McGill University
CIM
McConnell Building
McGill University
3480, rue University
Montréal QC H3A 0E9
Canada
Montréal QC H3A 0E9
Canada