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.
A class of finite-dimensional numerically solvable McKean-Vlasov control problems
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.OC 1years
2019 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
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.