Gaussian Process Policy Iteration with Additive Schwarz Acceleration for Forward and Inverse HJB and Mean Field Game Problems

1 May 2025

Papers citing "Gaussian Process Policy Iteration with Additive Schwarz Acceleration for Forward and Inverse HJB and Mean Field Game Problems"

7 / 7 papers shown

Title
Decoding Mean Field Games from Population and Environment Observations By Gaussian Processes Jinyan Guo Chenchen Mou Xianjin Yang Chao Zhou AI4CE 60 5 0 08 Dec 2023
Learning Dynamical Systems from Data: A Simple Cross-Validation Perspective, Part V: Sparse Kernel Flows for 132 Chaotic Dynamical Systems L. Yang Xiuwen Sun B. Hamzi H. Owhadi Nai-ming Xie 71 20 0 24 Jan 2023
Solving and Learning Nonlinear PDEs with Gaussian Processes Yifan Chen Bamdad Hosseini H. Owhadi Andrew M. Stuart 71 157 0 24 Mar 2021
Learning dynamical systems from data: a simple cross-validation perspective B. Hamzi H. Owhadi 59 41 0 09 Jul 2020
Alternating the Population and Control Neural Networks to Solve High-Dimensional Stochastic Mean-Field Games A. Lin Samy Wu Fung Wuchen Li L. Nurbekyan Stanley J. Osher 77 74 0 24 Feb 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 122 220 0 04 Dec 2019
Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games: II -- The Finite Horizon Case René Carmona Mathieu Laurière 60 99 0 05 Aug 2019