Game on Random Environment, Mean-Field Langevin System, and Neural Networks

DOI10.1287/moor.2022.1252arXiv2004.02457MaRDI QIDQ6199233

Giovanni Conforti, Anna Kazeykina, Zhenjie Ren

Publication date: 23 February 2024

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.02457

zbMATH Keywords

neural networksNash equilibriummean field Langevin dynamics

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic games, stochastic differential games (91A15) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)

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