A policy iteration method for mean field games

被引:0
|
作者
Cacace, Simone [1 ]
Camilli, Fabio [2 ]
Goffi, Alessandro [3 ]
机构
[1] Dipartimento di Matematica e Fisica, Università Degli Studi Roma Tre, Largo S. L. Murialdo 1, Roma,00146, Italy
[2] SBAI, Sapienza Università di Roma, via A.Scarpa 14, Roma,00161, Italy
[3] Dipartimento di Matematica, Università di Padova, via Trieste 63, Padova,35121, Italy
关键词
Algorithm for solving - Discrete problems - Discretizations - Mean field games - Optimal control problem - Policy iteration;
D O I
暂无
中图分类号
学科分类号
摘要
引用
收藏
相关论文
共 50 条
  • [1] A policy iteration method for Mean Field Games
    Camilli, Fabio
    IFAC PAPERSONLINE, 2022, 55 (30): : 406 - 411
  • [2] A policy iteration method for mean field games
    Cacace, Simone
    Camilli, Fabio
    Goffi, Alessandro
    ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2021, 27
  • [3] Rates of convergence for the policy iteration method for Mean Field Games systems
    Camilli, Fabio
    Tang, Qing
    JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2022, 512 (01)
  • [4] Deep Policy Iteration for high-dimensional mean field games
    Assouli, Mouhcine
    Missaoui, Badr
    APPLIED MATHEMATICS AND COMPUTATION, 2024, 481
  • [5] Policy Iteration Method for Time-Dependent Mean Field Games Systems with Non-separable Hamiltonians
    Lauriere, Mathieu
    Song, Jiahao
    Tang, Qing
    APPLIED MATHEMATICS AND OPTIMIZATION, 2023, 87 (02):
  • [6] Policy Iteration Method for Time-Dependent Mean Field Games Systems with Non-separable Hamiltonians
    Mathieu Laurière
    Jiahao Song
    Qing Tang
    Applied Mathematics & Optimization, 2023, 87
  • [7] LEARNING OPTIMAL POLICIES IN POTENTIAL MEAN FIELD GAMES: SMOOTHED POLICY ITERATION ALGORITHMS
    Tang, Qing
    Song, Jiahao
    SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2024, 62 (01) : 351 - 375
  • [8] Value iteration algorithm for mean-field games
    Anahtarci, Berkay
    Kariksiz, Can Deha
    Saldi, Naci
    SYSTEMS & CONTROL LETTERS, 2020, 143
  • [9] Solving multichain stochastic games with mean payoff by policy iteration
    Akian, Marianne
    Cochet-Terrasson, Jean
    Detournay, Sylvie
    Gaubert, Stephane
    2013 IEEE 52ND ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC), 2013, : 1834 - 1841