no code implementations • 29 Jan 2021 • Wilfrid Gangbo, Alpár R. Mészáros, Chenchen Mou, Jianfeng Zhang
In this manuscript, we propose a structural condition on non-separable Hamiltonians, which we term displacement monotonicity condition, to study second order mean field games master equations.
Analysis of PDEs Optimization and Control Probability 35R15, 49N80, 49Q22, 60H30, 91A16, 93E20
1 code implementation • 9 Feb 2019 • Wilfrid Gangbo, Wuchen Li, Stanley Osher, Michael Puthawala
We propose an extension of the computational fluid mechanics approach to the Monge-Kantorovich mass transfer problem, which was developed by Benamou-Brenier.
Optimization and Control
