Learning High-Dimensional McKean–Vlasov Forward-Backward Stochastic Differential Equations with General Distribution Dependence (Q6184510)
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scientific article; zbMATH DE number 7794520
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| English | Learning High-Dimensional McKean–Vlasov Forward-Backward Stochastic Differential Equations with General Distribution Dependence |
scientific article; zbMATH DE number 7794520 |
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Learning High-Dimensional McKean–Vlasov Forward-Backward Stochastic Differential Equations with General Distribution Dependence (English)
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25 January 2024
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McKean-Vlasov FBSDE
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fictitious play
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mean-field games
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deep BSDE
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maximum mean discrepancy
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convergence analysis
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0.8524639010429382
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0.7907284498214722
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0.7800093293190002
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0.770402193069458
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0.7649849653244019
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