CEMRACS - Summer school: Numerical methods for stochastic models: control, uncertainty quantification, mean-field / CEMRACS - École d'été : Méthodes numériques pour équations stochastiques : contrôle, incertitude, champ moyen

Collection CEMRACS - Summer school: Numerical methods for stochastic models: control, uncertainty quantification, mean-field / CEMRACS - École d'été : Méthodes numériques pour équations stochastiques : contrôle, incertitude, champ moyen

Organizer(s) Bouchard, Bruno ; Chassagneux, Jean-François ; Delarue, François ; Gobet, Emmanuel ; Lelong, Jérôme

Date(s) 17/07/2017 - 25/08/2017

linked URL http://conferences.cirm-math.fr/1556.html

00:00:00 / 00:00:00

11 31

Dynamic formulations of optimal transportation and variational MFGs

By Jean-David Benamou

Also appears in collection : Ecoles de recherche

I will review several relaxations of the classical Monge Optimal Transport problem using a dynamic “time” extension and discuss the corresponding available numerical methods. They also apply to some instances of variational mean field games.

Information about the video

Date of recording 20/07/2017
Date of publication 31/07/2017
Institution CIRM
Licence CC BY NC ND
Language English
Audience Researchers, Graduate Students
Director(s) Guillaume Hennenfent
Format MP4

Citation data

DOI 10.24350/CIRM.V.19200903
Cite this video Benamou, Jean-David (20/07/2017). Dynamic formulations of optimal transportation and variational MFGs. CIRM. Audiovisual resource. DOI: 10.24350/CIRM.V.19200903
URL https://dx.doi.org/10.24350/CIRM.V.19200903

Domain(s)

MSC codes

Document(s)

http://smai.emath.fr/cemracs/cemracs17/Slides/benamou.pdf

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