Data-driven stability of stochastic mean-field type games via noncooperative neural network adversarial training

DOI10.1002/ASJC.3175MaRDI QIDQ6583308zbMATH OpenFDO

Authors Julian Barreiro-Gomez, Salah Eddine Choutri

Publication date 6 August 2024

Published in Asian Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/ASJC.3175

zbMATH Keywords

adversarial trainingdata-driven differential gamesneural networksrobustnessstochastic mean-field type gamesstochastic stabilitysupervised machine learning

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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Cites work

• A general stochastic maximum principle for SDEs of mean-field type
• A maximum principle for SDEs of mean-field type
• A stochastic maximum principle for general mean-field systems
• Anonymous sequential games
• Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. I: The ergodic case
• Hierarchical mean-field type control of price dynamics for electricity in smart grid
• Hierarchical structures and leadership design in mean-field-type games with polynomial cost
• Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
• Mean field games
• Mean field games and mean field type control theory
• Mean field type control with congestion. II: An augmented Lagrangian method
• Probabilistic analysis of mean-field games
• Stochastic maximum principle in the mean-field controls

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