Unified reinforcement Q-learning for mean field game and control problems

Andrea Angiuli, Jean-Pierre Fouque, Mathieu Laurière. Unified reinforcement Q-learning for mean field game and control problems. MCSS, 34(2):217-271, 2022. [doi]

@article{AngiuliFL22,
  title = {Unified reinforcement Q-learning for mean field game and control problems},
  author = {Andrea Angiuli and Jean-Pierre Fouque and Mathieu Laurière},
  year = {2022},
  doi = {10.1007/s00498-021-00310-1},
  url = {https://doi.org/10.1007/s00498-021-00310-1},
  researchr = {https://researchr.org/publication/AngiuliFL22},
  cites = {0},
  citedby = {0},
  journal = {MCSS},
  volume = {34},
  number = {2},
  pages = {217-271},
}