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Informal Systems Seminar (ISS), Centre for Intelligent Machines (CIM) and Groupe d'Etudes et de Recherche en Analyse des Decisions (GERAD)

Variational Structures and Optimization Methods for Mean Field Game (MFG) Systems


Levon Nurbekyan
Department of Mathematics and Statistics McGill University

March 29, 2019 at  11:00 AM
McConnell Engineering Room 437

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.