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Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption - MaRDI portal

Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption (Q6041058)

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scientific article; zbMATH DE number 7689073
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Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption
scientific article; zbMATH DE number 7689073

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    Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption (English)
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    25 May 2023
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    mean-field games
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    optimal stopping
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    continuous control
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    absorption
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    infinite-dimensional linear programming
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    fictitious play
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