Learning in mean field games: The fictitious play

DOI10.1051/cocv/2016004zbMath1365.35183arXiv1507.06280OpenAlexW4298044389MaRDI QIDQ2968798

Saeed Hadikhanloo, Pierre Cardaliaguet

Publication date: 22 March 2017

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.06280

zbMATH Keywords

convergence fictitious play mean field games learning procedure periodic setting

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Differential games (aspects of game theory) (91A23) Games with infinitely many players (91A07) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Hamilton-Jacobi equations (35F21)

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Cites Work