Browsing Natural and Mathematical Sciences by Subject "Discounted cost"
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Markov-Nash equilibria in mean-field games with discounted cost
(Society for Industrial and Applied Mathematics Publications, 2018)In this paper, we consider discrete-time dynamic games of the mean-field type with a finite number $N$ of agents subject to an infinite-horizon discounted-cost optimality criterion. The state space of each agent is a Polish ... -
Value iteration algorithm for mean-field games
(Elsevier, 2020-09)In the literature, existence of mean-field equilibria has been established for discrete-time mean field games under both the discounted cost and the average cost optimality criteria. In this paper, we provide a value ...
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