Continuous time finite state space mean field games - A variational approach.
Diogo A. GomesPublished in: Allerton (2011)
Keyphrases
- finite state
- continuous time bayesian networks
- markov chain
- action sets
- markov decision processes
- markov processes
- model checking
- optimal policy
- variational methods
- average cost
- search algorithm
- bayesian inference
- markov process
- action space
- partially observable markov decision processes
- stationary policies
- policy iteration algorithm