Model-free mean-field reinforcement learning: Mean-field MDP and mean-field Q-learning
Author:
Affiliation:
1. Department of Operations Research and Financial Engineering, Princeton University
2. NYU-ECNU Institute of Mathematical Sciences and Center for Data Science and Artificial Intelligence, New York University Shanghai
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference51 articles.
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3. ACHDOU, Y. and CAPUZZO-DOLCETTA, I. (2010). Mean field games: Numerical methods. SIAM J. Numer. Anal. 48 1136–1162.
4. ACHDOU, Y. and LASRY, J.-M. (2019). Mean field games for modeling crowd motion. In Contributions to Partial Differential Equations and Applications. Comput. Methods Appl. Sci. 47 17–42. Springer, Cham.
5. ACHDOU, Y. and LAURIÈRE, M. (2016). Mean field type control with congestion (II): An augmented Lagrangian method. Appl. Math. Optim. 74 535–578.
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