A Numerical Scheme for a Mean Field Game in Some Queueing Systems Based on Markov Chain Approximation Method

Erhan Bayraktar, Amarjit Budhiraja, Asaf Cohen. A Numerical Scheme for a Mean Field Game in Some Queueing Systems Based on Markov Chain Approximation Method. SIAM J. Control and Optimization, 56(6):4017-4044, 2018. [doi]

Abstract

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