Videos

Computational methods for mean-field games (Part 1)

Presenter
March 12, 2020
Abstract
Levon Nurbekyan - University of California, Los Angeles (UCLA), Mathematics and Statistics I will give an overview of computational methods for mean-field game (MFG) systems. In particular, I will discuss finite-difference, convex optimization, Lagrangian, and more recent machine-learning techniques for solving these problems.