Mean-field neural networks-based algorithms for McKean-Vlasov control problems *

22 December 2022

Papers citing "Mean-field neural networks-based algorithms for McKean-Vlasov control problems *"

10 / 10 papers shown

Title
Quantile and moment neural networks for learning functionals of distributions X. Warin 39 2 0 20 Mar 2023
Mean-field neural networks: learning mappings on Wasserstein space H. Pham X. Warin 49 14 0 27 Oct 2022
Convergence of a robust deep FBSDE method for stochastic control Kristoffer Andersson Adam Andersson C. Oosterlee 61 20 0 18 Jan 2022
An overview on deep learning-based approximation methods for partial differential equations C. Beck Martin Hutzenthaler Arnulf Jentzen Benno Kuckuck 60 149 0 22 Dec 2020
A Machine Learning Framework for Solving High-Dimensional Mean Field Game and Mean Field Control Problems Lars Ruthotto Stanley Osher Wuchen Li L. Nurbekyan Samy Wu Fung AI4CE 86 218 0 04 Dec 2019
Deep neural networks algorithms for stochastic control problems on finite horizon: convergence analysis Côme Huré H. Pham Achref Bachouch N. Langrené 33 66 0 11 Dec 2018
Machine Learning for semi linear PDEs Quentin Chan-Wai-Nam Joseph Mikael X. Warin ODL 56 112 0 20 Sep 2018
Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations Weinan E Jiequn Han Arnulf Jentzen 115 797 0 15 Jun 2017
Deep Learning Approximation for Stochastic Control Problems Jiequn Han E. Weinan BDL 49 194 0 02 Nov 2016
Adam: A Method for Stochastic Optimization Diederik P. Kingma Jimmy Ba ODL 1.4K 149,842 0 22 Dec 2014