Value iteration algorithm for mean-field games.
Berkay AnahtarciCan Deha KariksizNaci SaldiPublished in: Syst. Control. Lett. (2020)
Keyphrases
- dynamic programming
- learning algorithm
- cost function
- detection algorithm
- computational cost
- linear complexity
- optimization algorithm
- objective function
- k means
- heuristic search
- optimal solution
- worst case
- computational complexity
- np hard
- matching algorithm
- closed form
- model free
- markov random field
- simulated annealing
- segmentation algorithm
- preprocessing
- monte carlo
- significant improvement
- data clustering
- prior information
- genetic algorithm