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20232026
most citedFictitious Play for Mean Field Games with Optimal Stopping: Convergence and Computation

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math.NA2023★ 1 cited

Fictitious Play for Mean Field Games with Optimal Stopping: Convergence and Computation

Chengfeng Shen, Yifan Luo, Zhennan Zhou +1

This paper studies mean field games with optimal stopping time (OSMFGs) where agents make optimal exit decisions. Such a model features a coupled obstacle problem and Fokker-Planck…