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Value Iteration Algorithm for Mean-field Games

eess.SY · 2019-09-04 · conditional · novelty 6.0

A Q-function value iteration scheme converges to a mean-field equilibrium in discrete-time mean-field games for both discounted and average costs.

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  • Value Iteration Algorithm for Mean-field Games eess.SY · 2019-09-04 · conditional · none · ref 3

    A Q-function value iteration scheme converges to a mean-field equilibrium in discrete-time mean-field games for both discounted and average costs.