Exploratory LQG mean field games with entropy regularization
Dena Firoozi, Sebastian Jaimungal
Topics & Concepts
Linear-quadratic-Gaussian controlMathematicsOptimal controlOptimal projection equationsRegularization (linguistics)Applied mathematicsControl theory (sociology)Entropy (arrow of time)Equivalence (formal languages)Mathematical optimizationComputer scienceControl (management)Artificial intelligencePhysicsDiscrete mathematicsQuantum mechanicsMathematical Biology Tumor GrowthAdvanced Thermodynamics and Statistical MechanicsStochastic processes and financial applications