Rates of convergence for the policy iteration method for Mean Field Games systems

Dynamic Programming and Markov Processes.

Marshall Freimer, Ronald A. Howard · Journal of the American Statistical Association · 1961 · 3.5K citations

Engineering, Computer Science, Mathematics +14

Mean field games

Jean‐Michel Lasry, Pierre-Louis Lions · Japanese journal of mathematics · 2007 · 2.6K citations

Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria

Minyi Huang, Peter E. Caines, Roland P. Malhamé · IEEE Transactions on Automatic Control · 2007 · 1.1K citations

Social Sciences, Economics, Decentralization +11

Perturbation methods in optimal control

Mathematics and Computers in Simulation · 1988 · 268 citations

Natural Sciences, Mathematics, Dynamical Systems +12

On the Convergence of Policy Iteration in Stationary Dynamic Programming

Martin L. Puterman, Shelby L. Brumelle · Mathematics of Operations Research · 1979 · 150 citations

Business, Decision Sciences, Mathematics +15