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.
Mean Field Type Control with Congestion (II): An augmented Lagrangian method
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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.