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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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Pubblicato in:Proc Natl Acad Sci U S A
Autori principali: Ruthotto, Lars, Osher, Stanley J., Li, Wuchen, Nurbekyan, Levon, Fung, Samy Wu
Natura: Artigo
Lingua:Inglês
Pubblicazione: National Academy of Sciences 2020
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Accesso online: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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