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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    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

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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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