Mean Field Type Control with Congestion (II): An Augmented Lagrangian Method - Achdou, Yves; Laurière, Mathieu (Applied mathematics & optimization, 2016)
Keywords: Algorithms; Applications of mathematics; BOUNDARY CONDITIONS; Calculus of Variations and Optimal Control; Optimization; CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; Congestion; Control; Control theory; Finite difference method; LAGRANGIAN FUNCTION; Linear equations; Mathematical analysis; Mathematical and Computational Physics; Mathematical Methods in Physics; Mathematical models; MATHEMATICAL SOLUTIONS; Mathematics; Mathematics and Statistics; MEAN-FIELD THEORY; Numerical analysis; Numerical and Computational Physics; Optimization; PARTIAL DIFFERENTIAL EQUATIONS; PERIODICITY; Probability distribution; Simulation; Studies; Systems Theory; Theoretical; VARIATIONAL METHODS; Finite Difference Schemes; 49M20; 49K20; 65M06; Augmented Lagrangian; 65K10; Mean Field Type Control; Congestion