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A machine learning framework for solving high-dimensional mean field game and mean field control problems
Mean field games (MFG) and mean field control (MFC) are critical classes of multiagent models for the efficient analysis of massive populations of interacting agents. Their areas of application span topics in economics, finance, game theory, industrial engineering, crowd motion, and more. In this pa...
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| Publié dans: | Proc Natl Acad Sci U S A |
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| Auteurs principaux: | , , , , |
| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
National Academy of Sciences
2020
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| Sujets: | |
| Accès en ligne: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7197015/ https://ncbi.nlm.nih.gov/pubmed/32273389 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1073/pnas.1922204117 |
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