Fictitious Play via Finite Differences for Mean Field Games with Optimal Stopping.
Chengfeng ShenYifan LuoZhennan ZhouPublished in: CoRR (2023)
Keyphrases
- fictitious play
- optimal stopping
- game theory
- nash equilibria
- brownian motion
- nash equilibrium
- finite horizon
- imperfect information
- markov random field
- incomplete information
- closed form
- multi agent systems
- bayesian inference
- search space
- cooperative
- optimal control
- finite number
- differential equations
- dynamical systems
- resource allocation
- worst case