Convergence rate of LQG mean field games with common noise.
Jiamin JianQingshuo SongJiaxuan YePublished in: Math. Methods Oper. Res. (2024)
Keyphrases
- convergence rate
- optimal control
- step size
- convergence speed
- learning rate
- motion planning
- gradient method
- global convergence
- faster convergence rate
- linear quadratic
- markov random field
- special case
- wavelet neural network
- noise removal
- genetic algorithm
- nash equilibria
- humanoid robot
- nash equilibrium
- noise reduction
- numerical stability
- game theory