Journal ArticleInverse Problems · October 1, 2024
In this paper, we introduce a bilevel optimization framework for addressing inverse mean-field games, alongside an exploration of numerical methods tailored for this bilevel problem. The primary benefit of our bilevel formulation lies in maintaining the co ...
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Journal ArticleMathematics of Computation · March 1, 2024
In this paper, we propose an efficient and flexible algorithm to solve dynamic mean-field planning problems based on an accelerated proximal gradient method. Besides an easy-to-implement gradient descent step in this algorithm, a crucial projection step be ...
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Journal ArticleJournal of Computational Physics · August 15, 2023
Mean-field games (MFGs) are a modeling framework for systems with a large number of interacting agents. They have applications in economics, finance, and game theory. Normalizing flows (NFs) are a family of deep generative models that compute data likeliho ...
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Journal ArticleJournal of Computational Physics · July 1, 2023
Conventional Mean-field games/control study the behavior of a large number of rational agents moving in Euclidean spaces. In this work, we explore the mean-field games on Riemannian manifolds. We formulate the mean-field game Nash Equilibrium on manifolds. ...
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