Actor-critic reinforcement learning algorithms for mean field games in continuous time, state and action spaces

DOI10.1007/S00245-024-10138-1zbMATH Open1544.91046MaRDI QIDQ6564711

Hong Liang, Kaili Jing, Zhiping Chen

Publication date: 1 July 2024

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

martingalelinear-quadratic gamesactor-critic algorithmsmean field gamesentropy regularization

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Mean field games (aspects of game theory) (91A16)

Cites Work

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