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A Numerical Scheme for a Mean Field Game in Some Queueing Systems Based on Markov Chain Approximation Method.
Erhan Bayraktar
Amarjit Budhiraja
Asaf Cohen
Published in:
SIAM J. Control. Optim. (2018)
Keyphrases
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markov chain
markov model
closed form
monte carlo method
queueing systems
monte carlo
numerical scheme
objective function
computational complexity
pairwise
probabilistic model
random walk
hidden markov models
steady state
gaussian distribution