33 citations · 33 across the 9 of their papers we have counts for
Showing 2021Show all
2 papers · 1 filter
cs.GT2021
Shaping Large Population Agent Behaviors Through Entropy-Regularized Mean-Field Games
Yue Guan, Mi Zhou, Ali Pakniyat +1
Mean-field games (MFG) were introduced to efficiently analyze approximate Nash equilibria in large population settings. In this work, we consider entropy-regularized mean-field gam…
math.OC2021
Value Function Estimators for Feynman-Kac Forward-Backward SDEs in Stochastic Optimal Control
Kelsey P. Hawkins, Ali Pakniyat, Panagiotis Tsiotras
Two novel numerical estimators are proposed for solving forward-backward stochastic differential equations (FBSDEs) appearing in the Feynman-Kac representation of the value functio…