Lisbon Webinar in Analysis in Differential Equations

An entropy minimization approach to second-order variational mean field games

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Por Simone Di Marino (Università di Genova).

The use of the entropic regularization and the relative Sinkhorn algorithm in order to calculate optimal transport problems is nowadays widely used.

We propose a new viewpoint on application of this regularization technique to variational mean-field games with quadratic Hamiltonian. In particular we focus on the fact that this regularization amounts to solving second order variational mean-field games, dropping in particular the requirement for the regularization parameter to be small, whenever we are interested in the case with diffusion.

Based on a joint work with J.-D. Benamou, G. Carlier and L. Nenna.

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The Lisbon Webinar in Analysis in Differential Equations is a joint iniciative of CAMGSD, CMAFcIO and GFM, three research centers of the University of Lisbon. It is aimed at filling the absence of face-to-face seminars and wishes to be a meeting point of mathematicians working in the field.