Reinforcement Learning for Intra-and-Inter-Bank Borrowing and Lending Mean Field Control Game.
Jimin LinAndrea AngiuliNils DeteringJean-Pierre FouqueMathieu LaurièrePublished in: ICAIF (2022)
Keyphrases
- reinforcement learning
- control problems
- optimal control
- robot control
- control system
- control method
- adaptive control
- game design
- state space
- control policy
- em algorithm
- virtual world
- markov decision processes
- computer games
- reinforcement learning algorithms
- educational games
- action selection
- temporal difference learning
- robotic control
- learning algorithm
- model free
- nash equilibrium
- video games
- closed form
- markov random field
- mobile robot
- multi agent