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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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Detalhes bibliográficos
Publicado no:Proc Natl Acad Sci U S A
Main Authors: Ruthotto, Lars, Osher, Stanley J., Li, Wuchen, Nurbekyan, Levon, Fung, Samy Wu
Formato: Artigo
Idioma:Inglês
Publicado em: National Academy of Sciences 2020
Assuntos:
Acesso em linha: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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