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Dynamic formulations of optimal transportation and variational MFGs

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Dynamic formulations of optimal transportation and variational MFGs
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31
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CC Attribution - NonCommercial - NoDerivatives 2.0 Generic:
You are free to use, copy, distribute and transmit the work or content in unchanged form for any legal and non-commercial purpose as long as the work is attributed to the author in the manner specified by the author or licensor.
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I will review several relaxations of the classical Monge Optimal Transport problem using a dynamic “time” extension and discuss the corresponding available numerical methods. They also apply to some instances of variational mean field games.