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
  • [31] Robust Mean Field Games
    Bauso, Dario
    Tembine, Hamidou
    Basar, Tamer
    DYNAMIC GAMES AND APPLICATIONS, 2016, 6 (03) : 277 - 303
  • [32] Mean field portfolio games
    Fu, Guanxing
    Zhou, Chao
    FINANCE AND STOCHASTICS, 2022, 27 (1) : 189 - 231
  • [33] Mean Field Games on Prosumers
    Baar W.
    Bauso D.
    Operations Research Forum, 3 (4)
  • [34] Mean field portfolio games
    Guanxing Fu
    Chao Zhou
    Finance and Stochastics, 2023, 27 : 189 - 231
  • [35] Policy Iteration Reinforcement Learning Method for Continuous-Time Linear-Quadratic Mean-Field Control Problems
    Li, Na
    Li, Xun
    Xu, Zuo Quan
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2025, 70 (04) : 2690 - 2697
  • [36] Online Policy Iteration Solution for Dynamic Graphical Games
    Abouheaf, Mohammed I.
    Mahmoud, Magdi S.
    2016 13TH INTERNATIONAL MULTI-CONFERENCE ON SYSTEMS, SIGNALS & DEVICES (SSD), 2016, : 787 - 797
  • [37] MEAN FIELD GAMES WITH BRANCHING
    Claisse, Julien
    Ren, Zhenjie
    Tan, Xiaolu
    ANNALS OF APPLIED PROBABILITY, 2023, 33 (02): : 834 - 875
  • [38] Decentralized Mean Field Games
    Subramanian, Sriram Ganapathi
    Taylor, Matthew E.
    Crowley, Mark
    Poupart, Pascal
    THIRTY-SIXTH AAAI CONFERENCE ON ARTIFICIAL INTELLIGENCE / THIRTY-FOURTH CONFERENCE ON INNOVATIVE APPLICATIONS OF ARTIFICIAL INTELLIGENCE / TWELVETH SYMPOSIUM ON EDUCATIONAL ADVANCES IN ARTIFICIAL INTELLIGENCE, 2022, : 9439 - 9447
  • [39] Mean Field Games on Prosumers
    Baar, Wouter
    Bauso, Dario
    2019 IEEE 58TH CONFERENCE ON DECISION AND CONTROL (CDC), 2019, : 311 - 316
  • [40] Policy Iteration Algorithm for Distributed Networks and Graphical Games
    Vamvoudakis, Kyriakos G.
    Lewis, F. L.
    2011 50TH IEEE CONFERENCE ON DECISION AND CONTROL AND EUROPEAN CONTROL CONFERENCE (CDC-ECC), 2011, : 128 - 135