A machine learning framework for solving high-dimensional mean field game and mean field control problems
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 paper, we provide a flexible machine …