Pages that link to "Item:Q4967866"
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The following pages link to Cemracs 2017: numerical probabilistic approach to MFG (Q4967866):
Displaying 13 items.
- Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. II: The finite horizon case (Q2108885) (← links)
- Social optima in mean field linear-quadratic-Gaussian models with control input constraint (Q2124496) (← links)
- Mean field games and applications: numerical aspects (Q2223587) (← links)
- Numerical method for FBSDEs of McKean-Vlasov type (Q2415510) (← links)
- Numerical resolution of McKean-Vlasov FBSDEs using neural networks (Q2684929) (← links)
- Extended Mckean-Vlasov optimal stochastic control applied to smart grid management, (Q5093794) (← links)
- Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption (Q6041058) (← links)
- A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets (Q6054427) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Sequential propagation of chaos for mean-field BSDE systems (Q6194041) (← links)
- A fast iterative PDE-based algorithm for feedback controls of nonsmooth mean-field control problems (Q6598495) (← links)
- Partially observed mean-field game and related mean-field forward-backward stochastic differential equation (Q6611106) (← links)
- Recent developments in machine learning methods for stochastic control and games (Q6615618) (← links)
