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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 ...
Approximate markov-nash equilibria for discrete-time risk-sensitive mean-field games
(Informs, 2020-11)
In this paper, we study a class of discrete-time mean-field games under the infinite-horizon risk-sensitive optimality criterion. Risk sensitivity is introduced for each agent (player) via an exponential utility function. ...
Large deviations principle for discrete-time mean-field games
(Springer, 2021-11)
In this paper, we establish a large deviations principle (LDP) for interacting particle systems that arise from state and action dynamics of discrete-time mean-field games under the equilibrium policy of the infinite-population ...
Q-learning in regularized mean-field games
(Springer, 2023-03)
In this paper, we introduce a regularized mean-field game and study learning of this game under an infinite-horizon discounted reward function. Regularization is introduced by adding a strongly concave regularization ...
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