Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic Case (Q4994415): Difference between revisions

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scientific article; zbMATH DE number 7360822

Language	Label	Description	Also known as
English	Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic Case	scientific article; zbMATH DE number 7360822

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instance of

scholarly article

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title

Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic Case (English)

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zbMATH Open document ID

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SIAM Journal on Numerical Analysis

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publication date

18 June 2021

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full work available at URL

https://arxiv.org/abs/1907.05980

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Mathematics Subject Classification ID

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ergodic mean field control

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ergodic mean field game

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numerical solution

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machine learning

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rate of convergence

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describes a project that uses

DGM

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MaRDI profile type

MaRDI publication profile

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Mean Field Games: Numerical Methods for the Planning Problem

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Mean Field Games: Numerical Methods

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On the system of partial differential equations arising in mean field type control

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Mean field type control with congestion. II: An augmented Lagrangian method

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Two numerical approaches to stationary mean-field games

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A class of finite-dimensional numerically solvable McKean-Vlasov control problems

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Mean Field Games and Mean Field Type Control Theory

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A stochastic particle method for the McKean-Vlasov and the Burgers equation

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On the implementation of a primal-dual algorithm for second order time-dependent Mean Field Games with local couplings

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Proximal Methods for Stationary Mean Field Games with Local Couplings

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On Ergodic Properties of Nonlinear Markov Chains and Stochastic McKean--Vlasov Equations

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An ergodic problem for Mean Field Games: qualitative properties and numerical simulations

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Long time average of first order mean field games and weak KAM theory

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A Fully Discrete Semi-Lagrangian Scheme for a First Order Mean Field Game Problem

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Probabilistic Theory of Mean Field Games with Applications I

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Probabilistic Theory of Mean Field Games with Applications II

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Numerical method for FBSDEs of McKean-Vlasov type

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Algorithm for Hamilton-Jacobi equations in density space via a generalized Hopf formula

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Approximation by superpositions of a sigmoidal function

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High-dimensional integration: The quasi-Monte Carlo way

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Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations

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Mean field games. I: The stationary case

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Mean field games

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Dynamic programming for mean-field type control

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Q3997990

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A Vector-Contraction Inequality for Rademacher Complexities

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Degree of approximation by neural and translation networks with a single hidden layer

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Numerical Methods for Mean-Field-Type Optimal Control Problems

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$L^\infty $-Multivariate Approximation Theory

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DGM: a deep learning algorithm for solving partial differential equations

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ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS

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Q5482385

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Stability of the Nonlinear Stochastic Process that Approximates the System of Interacting Brownian Particles

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Sitelinks

Mathematics(1 entry)

mardi Publication:4994415

@@ Property / cites work @@
+Mean Field Games: Numerical Methods for the Planning Problem
+Normal rank
@@ Property / cites work @@
+Mean Field Games: Numerical Methods
@@ Property / cites work: Mean Field Games: Numerical Methods / rank @@
+Normal rank
@@ Property / cites work @@
+On the system of partial differential equations arising in mean field type control
+Normal rank
@@ Property / cites work @@
+Mean field type control with congestion. II: An augmented Lagrangian method
+Normal rank
@@ Property / cites work @@
+Two numerical approaches to stationary mean-field games
+Normal rank
@@ Property / cites work @@
+A class of finite-dimensional numerically solvable McKean-Vlasov control problems
+Normal rank
@@ Property / cites work @@
+Mean Field Games and Mean Field Type Control Theory
+Normal rank
@@ Property / cites work @@
+A stochastic particle method for the McKean-Vlasov and the Burgers equation
+Normal rank
@@ Property / cites work @@
+On the implementation of a primal-dual algorithm for second order time-dependent Mean Field Games with local couplings
+Normal rank
@@ Property / cites work @@
+Proximal Methods for Stationary Mean Field Games with Local Couplings
+Normal rank
@@ Property / cites work @@
+On Ergodic Properties of Nonlinear Markov Chains and Stochastic McKean--Vlasov Equations
+Normal rank
@@ Property / cites work @@
+An ergodic problem for Mean Field Games: qualitative properties and numerical simulations
+Normal rank
@@ Property / cites work @@
+Long time average of first order mean field games and weak KAM theory
+Normal rank
@@ Property / cites work @@
+A Fully Discrete Semi-Lagrangian Scheme for a First Order Mean Field Game Problem
+Normal rank
@@ Property / cites work @@
+Probabilistic Theory of Mean Field Games with Applications I
+Normal rank
@@ Property / cites work @@
+Probabilistic Theory of Mean Field Games with Applications II
+Normal rank
@@ Property / cites work @@
+Numerical method for FBSDEs of McKean-Vlasov type
@@ Property / cites work: Numerical method for FBSDEs of McKean-Vlasov type / rank @@
+Normal rank
@@ Property / cites work @@
+Algorithm for Hamilton-Jacobi equations in density space via a generalized Hopf formula
+Normal rank
@@ Property / cites work @@
+Approximation by superpositions of a sigmoidal function
+Normal rank
@@ Property / cites work @@
+High-dimensional integration: The quasi-Monte Carlo way
+Normal rank
@@ Property / cites work @@
+Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Mean field games. I: The stationary case
@@ Property / cites work: Mean field games. I: The stationary case / rank @@
+Normal rank
@@ Property / cites work @@
+Mean field games
@@ Property / cites work: Mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic programming for mean-field type control
@@ Property / cites work: Dynamic programming for mean-field type control / rank @@
+Normal rank
@@ Property / cites work @@
+Q3997990
@@ Property / cites work: Q3997990 / rank @@
+Normal rank
@@ Property / cites work @@
+A Vector-Contraction Inequality for Rademacher Complexities
+Normal rank
@@ Property / cites work @@
+Degree of approximation by neural and translation networks with a single hidden layer
+Normal rank
@@ Property / cites work @@
+Numerical Methods for Mean-Field-Type Optimal Control Problems
+Normal rank
@@ Property / cites work @@
+$L^\infty $-Multivariate Approximation Theory
@@ Property / cites work: $L^\infty $-Multivariate Approximation Theory / rank @@
+Normal rank
@@ Property / cites work @@
+DGM: a deep learning algorithm for solving partial differential equations
+Normal rank
@@ Property / cites work @@
+ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
+Normal rank
@@ Property / cites work @@
+Q5482385
@@ Property / cites work: Q5482385 / rank @@
+Normal rank
@@ Property / cites work @@
+Stability of the Nonlinear Stochastic Process that Approximates the System of Interacting Brownian Particles
+Normal rank