A policy iteration method for mean field games
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Publication:3383295
DOI10.1051/cocv/2021081zbMath1473.49043arXiv2007.04818OpenAlexW3178011931MaRDI QIDQ3383295
Simone Cacace, Alessandro Goffi, Fabio Camilli
Publication date: 23 September 2021
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.04818
Newton-type methods (49M15) Differential games and control (49N70) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Mean field games (aspects of game theory) (91A16)
Related Items (7)
Rates of convergence for the policy iteration method for mean field games systems ⋮ Convergence of deep fictitious play for stochastic differential games ⋮ Generalized conditional gradient and learning in potential mean field games ⋮ Policy iteration method for time-dependent mean field games systems with non-separable Hamiltonians ⋮ Learning Optimal Policies in Potential Mean Field Games: Smoothed Policy Iteration Algorithms ⋮ Model-free policy iteration approach to NCE-based strategy design for linear quadratic Gaussian games ⋮ On quasi-stationary Mean Field Games of Controls
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