Data-driven stability of stochastic mean-field type games via noncooperative neural network adversarial training
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Publication:6583308
DOI10.1002/ASJC.3175MaRDI QIDQ6583308
Julian Barreiro-Gomez, Salah Eddine Choutri
Publication date: 6 August 2024
Published in: Asian Journal of Control (Search for Journal in Brave)
robustnessneural networksstochastic stabilitysupervised machine learningadversarial trainingdata-driven differential gamesstochastic mean-field type games
Cites Work
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- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Probabilistic analysis of mean-field games
- Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic Case
- Mean Field Games and Mean Field Type Control Theory
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