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Exploratory LQG mean field games with entropy regularization (Q2116646)

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Language	Label	Description	Also known as
English	Exploratory LQG mean field games with entropy regularization	scientific article

Statements

scholarly article

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Exploratory LQG mean field games with entropy regularization (English)

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Sebastian Jaimungal

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publication date

18 March 2022

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full work available at URL

https://arxiv.org/abs/2011.12946

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zbMATH Keywords

LQG mean field games

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entropy-regularization

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exploration

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MaRDI profile type

MaRDI publication profile

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Value iteration algorithm for mean-field games

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Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays

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Linear-quadratic-Gaussian mean-field-game with partial observation and common noise

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Mean Field Games and Mean Field Type Control Theory

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Mean-Field Games of Optimal Stopping: A Relaxed Solution Approach

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Remarks on Nash equilibria in mean field game models with a major player

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The Master Equation and the Convergence Problem in Mean Field Games

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Probabilistic Theory of Mean Field Games with Applications I

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Mean field games and systemic risk

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An alternative approach to mean field game with major and minor players, and applications to herders impacts

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Mean‐field games with differing beliefs for algorithmic trading

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Mean Field Game Theory with a Partially Observed Major Agent

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A Mean-Field Game of Evacuation in Multilevel Building

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The execution problem in finance with major and minor traders: a mean field game formulation

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$\epsilon$-Nash Equilibria for Major–Minor LQG Mean Field Games With Partial Observations of All Agents

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Convex analysis for LQG systems with applications to major-minor LQG mean-field game systems

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Entropy penalization methods for Hamilton-Jacobi equations

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Mean-Field Controls with Q-Learning for Cooperative MARL: Convergence and Complexity Analysis

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Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle

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Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria

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Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle

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The Variational Formulation of the Fokker--Planck Equation

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An integral control formulation of mean field game based large scale coordination of loads in smart grids

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Mean field games. I: The stationary case

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Mean field games. II: Finite horizon and optimal control

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Mean field games

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Mean-field games with a major player

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A framework for robust quadratic optimal control with parametric dynamic model uncertainty using polynomial chaos

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$\epsilon$-Nash Mean Field Game Theory for Nonlinear Stochastic Dynamical Systems with Major and Minor Agents

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Exponential Convergence and Stability of Howard's Policy Improvement Algorithm for Controlled Diffusions

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Continuous‐time mean–variance portfolio selection: A reinforcement learning framework

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Learning in Mean-Field Games

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The Principle of Maximum Causal Entropy for Estimating Interacting Processes

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Identifiers

zbMATH Open document ID

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10.1016/j.automatica.2022.110177

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2116646

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