Name
Abstract | ||
|---|---|---|
In the literature, existence of mean-field equilibria has been established for discrete-time mean field games under both the discounted cost and the average cost optimality criteria. In this paper, we provide a value iteration algorithm to compute stationary mean-field equilibrium for both the discounted cost and the average cost criteria, whose existence proved previously. We establish that the value iteration algorithm converges to the fixed point of a mean-field equilibrium operator. Then, using this fixed point, we construct a stationary mean-field equilibrium. In our value iteration algorithm, we use Q-functions instead of value functions. (C) 2020 Elsevier B.V. All rights reserved. |
Year | DOI | Venue |
|---|---|---|
2020 | 10.1016/j.sysconle.2020.104744 | SYSTEMS & CONTROL LETTERS |
Keywords | DocType | Volume |
Mean-field games,Value iteration algorithm,Discounted cost,Average cost | Journal | 143 |
ISSN | Citations | PageRank |
0167-6911 | 0 | 0.34 |
References | Authors | |
0 | 3 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Anahtarci Berkay | 1 | 0 | 0.34 |
| Kariksiz Can Deha | 2 | 0 | 0.34 |
| Naci Saldi | 3 | 29 | 10.27 |