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Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption
Roxana Dumitrescu, Marcos Leutscher and Peter Tankov ESAIM: Mathematical Modelling and Numerical Analysis 57(2) 953 (2023) https://doi.org/10.1051/m2an/2023019
Monotone solutions for mean field games master equations: finite state space and optimal stopping