most citedFictitious Play via Finite Differences for Mean Field Games with Optimal Stopping

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math.NA2023★ 1 cited

Fictitious Play via Finite Differences for Mean Field Games with Optimal Stopping

Chengfeng Shen, Yifan Luo, Zhennan Zhou

This paper considers mean field games with optimal stopping time (OSMFGs) where agents make optimal exit decisions, the coupled obstacle and Fokker-Planck equations in such models…