A policy iteration method for mean field games

被引:0
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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;
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