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20182022
most citedPolicy iteration method for time-dependent Mean Field Games systems with non-separable Hamiltonians

3 citations · 6 across the 5 of their papers we have counts for

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5 papers

math.OC2022★ 1 cited

Learning optimal policies in potential Mean Field Games: Smoothed Policy Iteration algorithms

Qing Tang, Jiahao Song

We introduce two Smoothed Policy Iteration algorithms (\textbf{SPI}s) as rules for learning policies and methods for computing Nash equilibria in second order potential Mean Field…

math.OC2021★ 3 cited

Policy iteration method for time-dependent Mean Field Games systems with non-separable Hamiltonians

Mathieu Laurière, Jiahao Song, Qing Tang

We introduce two algorithms based on a policy iteration method to numerically solve time-dependent Mean Field Game systems of partial differential equations with non-separable Hami…

math.OC2021

Rates of convergence for the policy iteration method for Mean Field Games systems

Fabio Camilli, Qing Tang

Convergence of the policy iteration method for discrete and continuous optimal control problems holds under general assumptions. Moreover, in some circumstances, it is also possibl…

math.NA2020★ 2 cited

Approximation of an optimal control problem for the time-fractional Fokker-Planck equation

Fabio Camilli, Serikbolsyn Duisembay, Qing Tang

In this paper, we study the numerical approximation of a system of PDEs with fractional time derivatives. This system is derived from an optimal control problem for a time-fraction…

math.AP2018

Variational time-fractional Mean Field Games

Tang Qing, Fabio Camilli

We consider the variational structure of a time-fractional second order Mean Field Games (MFG) system with local coupling. The MFG system consists of time-fractional Fokker-Planck…