X Wei, X Yu, F Yuan - arXiv preprint arXiv:2407.04521, 2024 - arxiv.org
This paper studies the continuous-time q-learning in the mean-field jump-diffusion models from the representative agent's perspective. To overcome the challenge when the …
In a regular mean field game (MFG), the agents are assumed to be insignificant, they do not realize their effect on the population level and this may result in a phenomenon coined as …