Derives a Riccati-free coupled FBSDE system for mean-field Stackelberg games with random coefficients via extended Lagrange multipliers and proposes a Deep FBSDE Picard Solver with neural augmented Lagrangian for numerical solution.
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Develops a nonparametric sparse online algorithm to learn the Koopman operator iteratively via stochastic approximation with explicit complexity control and convergence guarantees in misspecified RKHS settings via conditional mean embeddings.
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Stochastic Mean-Field LQ Stackelberg Differential Games with Random Coefficients: Theory and a Deep FBSDE Picard Solver
Derives a Riccati-free coupled FBSDE system for mean-field Stackelberg games with random coefficients via extended Lagrange multipliers and proposes a Deep FBSDE Picard Solver with neural augmented Lagrangian for numerical solution.