Finite-horizon mean field control and game problems can be approximated by training neural networks, with explicit error rates in population size, network width, and time step.
Graves, Houzhi Li, Jean-Fran¸ cois Chassagneux, Fran¸ cois Delarue, and Ren´ e Carmona
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Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games: II -- The Finite Horizon Case
Finite-horizon mean field control and game problems can be approximated by training neural networks, with explicit error rates in population size, network width, and time step.