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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scientific article; zbMATH DE number 7634762
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| English | Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. II: The finite horizon case |
scientific article; zbMATH DE number 7634762 |
Statements
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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0.908346712589264
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0.8680418729782104
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0.8597874641418457
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0.8068379163742065
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0.8019977807998657
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