3 citations · 6 across the 5 of their papers we have counts for
Showing math.OCShow all
3 papers · 1 filter
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…