Value iteration algorithm for mean-field games

Name: Value iteration algorithm for mean-field games
Author: Anahtarcı, Berkay, Karıksız, Can Deha, Saldı, Naci

İsim	Value iteration algorithm for mean-field games
Yazar	Anahtarcı, Berkay, Karıksız, Can Deha, Saldı, Naci
Basım Tarihi:	2020-09
Basım Yeri	- Elsevier
Konu	Mean-field games, Value iteration algorithm, Discounted cost, Average cost
Tür	Süreli Yayın
Dil	İngilizce
Dijital	Evet
Yazma	Hayır
Kütüphane:	Özyeğin Üniversitesi
Demirbaş Numarası	0167-6911
Kayıt Numarası	1ba9d60d-3767-45c8-949f-6686c91b1323
Lokasyon	Natural and Mathematical Sciences
Tarih	2020-09
Notlar	TÜBİTAK
Örnek Metin	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.
DOI	10.1016/j.sysconle.2020.104744
Cilt	143

Kaynağa git Özyeğin Üniversitesi

Aramaya Dön

Özyeğin Üniversitesi

Kaynağa git

Value iteration algorithm for mean-field games

Yazar Anahtarcı, Berkay, Karıksız, Can Deha, Saldı, Naci

Basım Tarihi 2020-09

Basım Yeri - Elsevier

Konu Mean-field games, Value iteration algorithm, Discounted cost, Average cost

Tür Süreli Yayın

Dil İngilizce

Dijital Evet

Yazma Hayır

Kütüphane Özyeğin Üniversitesi

Demirbaş Numarası 0167-6911

Kayıt Numarası 1ba9d60d-3767-45c8-949f-6686c91b1323

Lokasyon Natural and Mathematical Sciences

Tarih 2020-09

Notlar TÜBİTAK

Örnek Metin 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.

DOI 10.1016/j.sysconle.2020.104744

Cilt 143