Entropic Optimal Planning for Path-Dependent Mean Field Games

Zhenjie Ren; Xiaolu Tan; Nizar Touzi; Junjian Yang

doi:10.1137/22M1484444

Journal Articles SIAM Journal on Control and Optimization Year : 2023

Entropic Optimal Planning for Path-Dependent Mean Field Games

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Zhenjie Ren

Function : Author
PersonId : 1208957
ORCID : 0000-0003-4656-4074

CEntre de REcherches en MAthématiques de la DEcision

Xiaolu Tan

Function : Author

Nizar Touzi

Function : Author

Centre de Mathématiques Appliquées - Ecole Polytechnique

Junjian Yang

Function : Author

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Mathematics [math]

Zhenjie Ren : Connect in order to contact the contributor

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Submitted on : Monday, December 4, 2023-2:43:45 PM

Last modification on : Saturday, April 27, 2024-3:15:36 AM

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hal-04321230 , version 1 (04-12-2023)

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HAL Id : hal-04321230 , version 1
ARXIV : 2203.07019
DOI : 10.1137/22M1484444

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Zhenjie Ren, Xiaolu Tan, Nizar Touzi, Junjian Yang. Entropic Optimal Planning for Path-Dependent Mean Field Games. SIAM Journal on Control and Optimization, 2023, 61 (3), pp.1415-1437. ⟨10.1137/22M1484444⟩. ⟨hal-04321230⟩

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Entropic Optimal Planning for Path-Dependent Mean Field Games

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