MF-OMO: An Optimization Formulation of Mean-Field Games-Reference-Cited by-同舟云学术

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MF-OMO: An Optimization Formulation of Mean-Field Games

Published:2024-01-22 Issue:1 Volume:62 Page:243-270
ISSN:0363-0129
Container-title:SIAM Journal on Control and Optimization
language:en
Short-container-title:SIAM J. Control Optim.

Author:

Guo Xin¹^ORCID,Hu Anran²,Zhang Junzi³^ORCID

Affiliation:

1. University of California, Berkeley, CA 94711 USA.

2. University of Oxford, Oxford, OX2 6GG, UK.

3. Citadel Securities, Miami, FL 33131 USA .

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Reference40 articles.

1. Lecture Notes in Math. 2281;Achdou Y.,2021

2. Unified reinforcement Q-learning for mean field game and control problems

3. Proximal Alternating Minimization and Projection Methods for Nonconvex Problems: An Approach Based on the Kurdyka-Łojasiewicz Inequality

4. The Master equation in mean field theory

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