演講公告
新聞標題: ( 2025-10-08 )
演講主題:Decoupling iterative numerical methods for mean field games
主講人:齊藤宣一教授 (東京大學)
演講日期:2025年10月21日(二) 14:00 –15:00
演講地點:(光復校區) 科學一館213室
摘要內容:
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.相關檔案:Talk_1141021.pdf
