Pages that link to "Item:Q2108885"

The following pages link to Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. II: The finite horizon case (Q2108885):

Displaying 19 items.

• Numerical resolution of McKean-Vlasov FBSDEs using neural networks (Q2684929) (← links)
• Performance of a Markovian neural network versus dynamic programming on a fishing control problem (Q2699283) (← links)
• Computational mean-field games on manifolds (Q2699377) (← links)
• Learning a functional control for high-frequency finance (Q5051970) (← links)
• On numerical approximations of fractional and nonlocal mean field games (Q6047304) (← links)
• Model-free mean-field reinforcement learning: mean-field MDP and mean-field Q-learning (Q6139682) (← links)
• Importance sampling for the empirical measure of weakly interacting diffusions (Q6142541) (← links)
• Convergence of the Backward Deep BSDE Method with Applications to Optimal Stopping Problems (Q6143826) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
• A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection (Q6164094) (← links)
• Learning High-Dimensional McKean–Vlasov Forward-Backward Stochastic Differential Equations with General Distribution Dependence (Q6184510) (← links)
• A Lagrange–Galerkin Scheme for First Order Mean Field Game Systems (Q6184519) (← links)
• Sequential propagation of chaos for mean-field BSDE systems (Q6194041) (← links)
• Relative wealth concerns with partial information and heterogeneous priors (Q6542562) (← links)
• Connecting GANs, mean-field games, and optimal transport (Q6598422) (← links)
• A fast iterative PDE-based algorithm for feedback controls of nonsmooth mean-field control problems (Q6598495) (← links)
• Recent developments in machine learning methods for stochastic control and games (Q6615618) (← links)
• Nonstandard stochastic control with nonlinear Feynman-Kac costs (Q6633902) (← links)
• Approximation of optimal feedback controls for stochastic reaction-diffusion equations (Q6664371) (← links)