Dynamic formulations of optimal transportation and variational MFGs
Apparaît également dans la 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
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.