A policy iteration method for Mean Field Games. Issue 30 (2022)
- Record Type:
- Journal Article
- Title:
- A policy iteration method for Mean Field Games. Issue 30 (2022)
- Main Title:
- A policy iteration method for Mean Field Games
- Authors:
- Camilli, Fabio
- Abstract:
- Abstract: The policy iteration method is a classical algorithm for solving optimal control problems. We introduce a policy iteration method for Mean Field Games systems and we prove, under a classical monotonicity assumption on the coupling cost, the convergence of this procedure to the solution of the problem.
- Is Part Of:
- IFAC-PapersOnLine. Volume 55:Issue 30(2022)
- Journal:
- IFAC-PapersOnLine
- Issue:
- Volume 55:Issue 30(2022)
- Issue Display:
- Volume 55, Issue 30 (2022)
- Year:
- 2022
- Volume:
- 55
- Issue:
- 30
- Issue Sort Value:
- 2022-0055-0030-0000
- Page Start:
- 406
- Page End:
- 411
- Publication Date:
- 2022
- Subjects:
- Mean Field Games -- policy iteration -- convergence rate
Automatic control -- Periodicals
629.805 - Journal URLs:
- https://www.journals.elsevier.com/ifac-papersonline/ ↗
http://www.sciencedirect.com/ ↗ - DOI:
- 10.1016/j.ifacol.2022.11.087 ↗
- Languages:
- English
- ISSNs:
- 2405-8963
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 24380.xml