Mean Field Games Master Equations: From Discrete to Continuous State Space.
Charles BertucciAlekos CecchinPublished in: SIAM J. Math. Anal. (2024)
Keyphrases
- continuous state spaces
- state space
- reinforcement learning
- control problems
- continuous state
- markov decision processes
- action space
- markov random field
- game theory
- video games
- mathematical model
- game play
- optimal policy
- markov chain
- nash equilibria
- dynamic programming
- game playing
- game theoretic
- neural network
- probabilistic model
- markov decision problems
- partially observable markov decision processes
- finite number