ICML-Signatured Deep Fictitious Play for Mean Field Games with Common Noise

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Signatured Deep Fictitious Play for Mean Field Games with Common Noise

                         Ming Min * 1 Ruimeng Hu * 1 2

             Abstract                  realistic models, the problem usually lacks tractability and
   Existing deep learning methods for solving mean-         needs numerical methods. With a large number of players
   field games (MFGs) with common noise fix the           resulting in high-dimensional problems, conventional algo-
   sampling common noise paths and then ...

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关键词：Fictitious signature Signatu Nature Common