Colloquium / Seminars

Topic：Decoupling iterative numerical methods for mean field games
Speaker：Prof. Norikazu Saito
　　　　(University of Tokyo)
Date time：Oct. 21, 2025 14:00 - 15:00
Venue：SA213
Abstract：
Abstract.
Mean field games (MFGs) are formulated as nonlinear coupled systems of partial differential equations, consisting of the Fokker–Planck equation, which governs the density distribution of agents, and the Hamilton–Jacobi–Bellman equation, which describes the temporal evolution of their control inputs. Such systems arise in a broad range of applications, including crowd dynamics, control of autonomous vehicle fleets, mathematical biology, engineering, and economics. Since MFGs are typically posed as space–time boundary value problems, numerical schemes designed for standard initial value problems cannot be directly applied. This motivates the development of new computational methods together with a rigorous mathematical foundation. In this talk, I present an implementation-friendly approach based on a generalized conditional gradient (GCG) method and discuss its convergence properties. In particular, I report recent results, obtained in collaboration with H. Nakamura, for MFGs with local coupling terms.
Download：Talk_1141021.pdf

$返回$ go back