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  • Search: subject:"fictitious play algorithm"
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Subject
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Entropie 1 Entropy 1 Game theory 1 Mean-field game of optimal stopping 1 Search theory 1 Spieltheorie 1 Stochastic game 1 Stochastic process 1 Stochastischer Prozess 1 Stochastisches Spiel 1 Suchtheorie 1 entropy regularization 1 fictitious play algorithm 1 randomized stopping times 1 singular stochastic control 1
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CC license 1 Free 1
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Dianetti, Jodi 1 Dumitrescu, Roxana 1 Ferrari, Giorgio 1 Xu, Renyuan 1
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 1
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ECONIS (ZBW) 1
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Entropy regularization in mean-field games of optimal stopping
Dianetti, Jodi; Dumitrescu, Roxana; Ferrari, Giorgio; … - 2025
We study mean-field games of optimal stopping (OS-MFGs) and introduce an entropy-regularized framework to enable learning-based solution methods. By utilizing randomized stopping times, we reformulate the OS-MFG as a mean-field game of singular stochastic controls (SC-MFG) with entropy...
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