Dynamic programming principles for mean-field controls with learning
Haotian Gu, Xin Guo, Xiaoli Wei, Renyuan Xu
| Year of publication: |
2023
|
|---|---|
| Authors: | Gu, Haotian ; Guo, Xin ; Wei, Xiaoli ; Xu, Renyuan |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 71.2023, 4, p. 1040-1054
|
| Subject: | Financial Engineering | reinforcement learning | multi-agent reinforcement learning | cooperative game | dynamic programming principle | mean-field controls | Q-learning | Dynamische Optimierung | Dynamic programming | Theorie | Theory | Lernprozess | Learning process | Agentenbasierte Modellierung | Agent-based modeling | Lernen | Learning | Kooperatives Spiel | Cooperative game | Financial engineering |
Online Resource