Computational methods for nonlocal mean field games with applications
Optimization and Control
2020-04-29 v2
Abstract
We introduce a novel framework to model and solve mean-field game systems with nonlocal interactions. Our approach relies on kernel-based representations of mean-field interactions and feature-space expansions in the spirit of kernel methods in machine learning. We demonstrate the flexibility of our approach by modeling various interaction scenarios between agents. Additionally, our method yields a computationally efficient saddle-point reformulation of the original problem that is amenable to state-of-the-art convex optimization methods such as the primal-dual hybrid gradient method (PDHG). We also discuss potential applications of our methods to multi-agent trajectory planning problems.
Cite
@article{arxiv.2004.12210,
title = {Computational methods for nonlocal mean field games with applications},
author = {Siting Liu and Matthew Jacobs and Wuchen Li and Levon Nurbekyan and Stanley J. Osher},
journal= {arXiv preprint arXiv:2004.12210},
year = {2020}
}