Well-Posedness for Mean Field Games with Finite State and Action Space.
Luping LiuWensheng JiaPublished in: J. Optim. Theory Appl. (2024)
Keyphrases
- finite state
- action space
- markov decision processes
- action sets
- continuous time bayesian networks
- state space
- stochastic games
- continuous state
- optimal policy
- markov chain
- reinforcement learning
- dynamic programming
- policy iteration
- state action
- average cost
- markov random field
- partially observable markov decision processes
- real valued
- markov decision process
- stochastic processes
- partially observable
- em algorithm
- reinforcement learning algorithms
- infinite horizon
- average reward
- belief networks
- model checking
- reward function
- nash equilibria
- bayesian inference
- probability distribution
- transition probabilities
- least squares
- markov decision problems
- machine learning