Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. II: The finite horizon case (Q2108885)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. II: The finite horizon case |
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Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. II: The finite horizon case (English)
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20 December 2022
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mean field games
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mean field control
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McKean-Vlasov
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forward-backward SDE
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numerical approximation
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machine learning
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