Leveraging the Turnpike Effect for Mean Field Games Numerics
Recently, a deep-learning algorithm referred to as Deep Galerkin Method (DGM), has gained a lot of attention among those trying to solve numerically Mean Field Games with finite horizon, even if the performance seems to be decreasing significantly with increasing horizon. On the other hand, it has b...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2024-01-01
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| Series: | IEEE Open Journal of Control Systems |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/10572276/ |
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