Rates of convergence for the policy iteration method for Mean Field Games systems
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DOI: 10.1016/j.jmaa.2022.126138
Abstract: Convergence of the policy iteration method for discrete and continuous optimal control problems holds under general assumptions. Moreover, in some circumstances, it is also possible to show a quadratic rate of convergence for the algorithm.… read more here.
Keywords: convergence policy; policy iteration; iteration method; convergence ... See more keywords