Value iteration algorithm for mean-field games
dc.contributor.author | Anahtarcı, Berkay | |
dc.contributor.author | Karıksız, Can Deha | |
dc.contributor.author | Saldı, Naci | |
dc.date.accessioned | 2020-11-12T08:47:32Z | |
dc.date.available | 2020-11-12T08:47:32Z | |
dc.date.issued | 2020-09 | |
dc.identifier.issn | 0167-6911 | en_US |
dc.identifier.uri | http://hdl.handle.net/10679/7084 | |
dc.identifier.uri | https://www.sciencedirect.com/science/article/abs/pii/S0167691120301262 | |
dc.description.abstract | 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 iteration algorithm to compute stationary mean-field equilibrium for both the discounted cost and the average cost criteria, whose existence proved previously. We establish that the value iteration algorithm converges to the fixed point of a mean-field equilibrium operator. Then, using this fixed point, we construct a stationary mean-field equilibrium. In our value iteration algorithm, we use Q-functions instead of value functions. | en_US |
dc.description.sponsorship | TÜBİTAK | |
dc.language.iso | eng | en_US |
dc.publisher | Elsevier | en_US |
dc.relation | info:turkey/grantAgreement/TUBITAK | |
dc.relation.ispartof | Systems & Control Letters | |
dc.rights | restrictedAccess | |
dc.title | Value iteration algorithm for mean-field games | en_US |
dc.type | Article | en_US |
dc.peerreviewed | yes | en_US |
dc.publicationstatus | Published | en_US |
dc.contributor.department | Özyeğin University | |
dc.contributor.authorID | (ORCID 0000-0001-6200-4398 & YÖK ID ) Anahtarcı, Berkay | |
dc.contributor.authorID | (ORCID 0000-0001-8890-2196 & YÖK ID ) Karıksız, Deha | |
dc.contributor.authorID | (ORCID 0000-0002-2677-7366 & YÖK ID 283091) Saldı, Naci | |
dc.contributor.ozuauthor | Anahtarcı, Berkay | |
dc.contributor.ozuauthor | Karıksız, Can Deha | |
dc.contributor.ozuauthor | Saldı, Naci | |
dc.identifier.volume | 143 | en_US |
dc.identifier.wos | WOS:000564667100001 | |
dc.identifier.doi | 10.1016/j.sysconle.2020.104744 | en_US |
dc.subject.keywords | Mean-field games | en_US |
dc.subject.keywords | Value iteration algorithm | en_US |
dc.subject.keywords | Discounted cost | en_US |
dc.subject.keywords | Average cost | en_US |
dc.identifier.scopus | SCOPUS:2-s2.0-85088382162 | |
dc.contributor.authorMale | 3 | |
dc.relation.publicationcategory | Article - International Refereed Journal - Institutional Academic Staff |
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