Master OMD is a population-aware online mirror descent algorithm that learns master policies for finite-horizon mean-field games with unknown initial distributions and common noise, with favorable numerical results.
Scaling mean field games by online mirror descent,
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Population-aware Online Mirror Descent for Mean-Field Games with Common Noise by Deep Reinforcement Learning
Master OMD is a population-aware online mirror descent algorithm that learns master policies for finite-horizon mean-field games with unknown initial distributions and common noise, with favorable numerical results.