Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Numerical resolution of McKean-Vlasov FBSDEs using neural networks - MaRDI portal

Numerical resolution of McKean-Vlasov FBSDEs using neural networks (Q2684929)

From MaRDI portal

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	Numerical resolution of McKean-Vlasov FBSDEs using neural networks	scientific article

Statements

scholarly article

0 references

Numerical resolution of McKean-Vlasov FBSDEs using neural networks (English)

0 references

Maximilien Germain

0 references

0 references

0 references

Methodology and Computing in Applied Probability

0 references

publication date

17 February 2023

0 references

full work available at URL

https://arxiv.org/abs/1909.12678

0 references

zbMATH Keywords

neural networks

0 references

McKean-Vlasov FBSDEs

0 references

deep BSDE

0 references

mean-field games

0 references

machine learning

0 references

describes a project that uses

0 references

0 references

MaRDI profile type

MaRDI publication profile

0 references

Mean Field Games: Numerical Methods

0 references

Cemracs 2017: numerical probabilistic approach to MFG

0 references

Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications

0 references

Deep Splitting Method for Parabolic PDEs

0 references

Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations

0 references

Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations

0 references

Mean field game of controls and an application to trade crowding

0 references

Probabilistic Analysis of Mean-Field Games

0 references

Probabilistic Theory of Mean Field Games with Applications I

0 references

Probabilistic Theory of Mean Field Games with Applications II

0 references

A probabilistic weak formulation of mean field games and applications

0 references

Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. II: The finite horizon case

0 references

Machine learning for semi linear PDEs

0 references

A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria

0 references

Numerical method for FBSDEs of McKean-Vlasov type

0 references

A regression-based Monte Carlo method to solve backward stochastic differential equations

0 references

Convergence of the deep BSDE method for coupled FBSDEs

0 references

Solving high-dimensional partial differential equations using deep learning

0 references

Deep backward schemes for high-dimensional nonlinear PDEs

0 references

Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Convergence Analysis

0 references

Mean field games. I: The stationary case

0 references

Mean field games. II: Finite horizon and optimal control

0 references

Neural networks-based backward scheme for fully nonlinear PDEs

0 references

Identifiers

zbMATH Open document ID

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

zbMATH DE Number

0 references

0 references

0 references

10.1007/S11009-022-09946-1

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2684929

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2684929&oldid=39196280"