Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption (Q6041058)

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scientific article; zbMATH DE number 7689073
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    Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption
    scientific article; zbMATH DE number 7689073

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      Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption (English)
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      25 May 2023
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      mean-field games
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      optimal stopping
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      continuous control
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      absorption
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      infinite-dimensional linear programming
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      fictitious play
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