Cover Image

A semi-Lagrangian method for solving state constraint Mean Field Games in Macroeconomics

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Camilli, Fabio, Tang, Qing, Zhou, Yong-shen
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control Numerical Analysis
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Discrete Mean Field Games on Finite Graphs as Initial Value Optimization
by: Feng, Yaxin, et al.
Published: (2026)

On the quadratic convergence of Newton's method for Mean Field Games with non-separable Hamiltonian
by: Camilli, Fabio, et al.
Published: (2023)

A numerical method for solving the generalized tangent vector of hyperbolic systems
by: Herty, Michael, et al.
Published: (2024)

Parallel-in-Time Preconditioning for Time-Dependent Variational Mean Field Games
by: Ljósheim, Heidi Wolles, et al.
Published: (2025)

Mean Field Games for Controlling Coherent Structures in Nonlinear Fluid Systems
by: Gao, Yuan, et al.
Published: (2024)

Optimization methods for solving matrix equations
by: Zhang, Juan, et al.
Published: (2024)

Using covariance extension equation to solve the Nevanlinna-Pick interpolation with degree constraint
by: Yufang, Cui
Published: (2024)

Multilevel Picard scheme for solving high-dimensional drift control problems with state constraints
by: Zhong, Yuan
Published: (2025)

A variational formulation of a Multi-Population Mean Field Games with non-local interactions
by: De Pascale, Luigi, et al.
Published: (2024)

A monotone block coordinate descent method for solving absolute value equations
by: Luo, Tingting, et al.
Published: (2024)

Interval constraint programming for globally solving catalog-based categorical optimization
by: Vanaret, Charlie
Published: (2021)

Ensemble Kalman Methods: A Mean Field Perspective
by: Calvello, Edoardo, et al.
Published: (2022)

A Primal-dual hybrid gradient method for solving optimal control problems and the corresponding Hamilton-Jacobi PDEs
by: Meng, Tingwei, et al.
Published: (2024)

Augmented Lagrangian methods for infeasible convex optimization problems and diverging proximal-point algorithms
by: Andrews, Roland, et al.
Published: (2025)

Proximal Galerkin: A structure-preserving finite element method for pointwise bound constraints
by: Keith, Brendan, et al.
Published: (2023)

Numerical null controllability of parabolic PDEs using Lagrangian methods
by: Fernandez-Cara, Enrique, et al.
Published: (2024)

A distributed semismooth Newton based augmented Lagrangian method for distributed optimization
by: Ma, Qihao, et al.
Published: (2026)

Augmented Lagrange method for optimal control problems of parabolic equation with state constraints
by: You, Weilong, et al.
Published: (2024)

Computation and Control of Unstable Steady States for Mean Field Multiagent Systems
by: Bicego, Sara, et al.
Published: (2024)

Augmented Lagrangian method for coupled-cluster
by: Faulstich, Fabian M., et al.
Published: (2024)

An augmented Lagrangian trust-region method with inexact gradient evaluations to accelerate constrained optimization problems using model hyperreduction
by: Wen, Tianshu, et al.
Published: (2024)

An efficient algorithm for entropic optimal transport under martingale-type constraints
by: Tang, Xun, et al.
Published: (2025)

Unidimensional semi-discrete partial optimal transport
by: Cances, Adrien, et al.
Published: (2025)

A non-monotone smoothing Newton algorithm for solving the system of generalized absolute value equations
by: Chen, Cairong, et al.
Published: (2021)

Learning equilibria in Cournot mean field games of controls
by: Camilli, Fabio, et al.
Published: (2024)

Dual gradient flow for solving linear ill-posed problems in Banach spaces
by: Jin, Qinian, et al.
Published: (2022)

An accelerated gradient method with adaptive restart for convex multiobjective optimization problems
by: Luo, Hao, et al.
Published: (2025)

Numerical method for approximately optimal solutions of two-stage distributionally robust optimization with marginal constraints
by: Neufeld, Ariel, et al.
Published: (2022)

Get rid of your constraints and reparametrize: A study in NNLS and implicit bias
by: Chou, Hung-Hsu, et al.
Published: (2022)

An Augmented Lagrangian Method-Based Framework in the Adjoint Space for Sparse Reconstruction of Acoustic Sources
by: Tan, Nirui, et al.
Published: (2025)

Nonlinear Schwarz preconditioning for nonlinear optimization problems with bound constraints
by: Kothari, Hardik, et al.
Published: (2022)

The latent variable proximal point algorithm for variational problems with inequality constraints
by: Dokken, Jørgen S., et al.
Published: (2025)

A note on first order quasi-stationary Mean Field Games
by: Camilli, Fabio, et al.
Published: (2024)

Ordinary differential equations for regularized variational problems involving semi-discrete optimal transport
by: Cances, Adrien, et al.
Published: (2026)

The Mean Value Theorem: Analytical Proof and Computational Approaches
by: Barboza, Márcio Matheus de Lima, et al.
Published: (2025)

An inverse-free fixed-time stable dynamical system and its forward-Euler discretization for solving generalized absolute value equations
by: Li, Xuehua, et al.
Published: (2025)

Characterizing and computing solutions to regularized semi-discrete optimal transport via an ordinary differential equation
by: Nenna, Luca, et al.
Published: (2025)

First-order methods for stochastic and finite-sum convex optimization with deterministic constraints
by: Lu, Zhaosong, et al.
Published: (2025)

Quasi-Regression Monte-Carlo scheme for semi-linear PDEs and BSDEs with large scale parallelization on GPUs
by: Gobet, E., et al.
Published: (2024)

Riemannian optimization using three different metrics for Hermitian PSD fixed-rank constraints: an extended version
by: Zheng, Shixin, et al.
Published: (2022)