Fetching the paper…
Reading the bibliography…
We propose two numerical methods for the optimal control of McKean-Vlasov dynamics in finite time horizon.
L ∞ L^{\infty} -multivariate approximation theory
Martin H. Schultz · 1969
Earlier work this paper cites.
Topics in propagation of chaos
Alain-Sol Sznitman · 1991
Earlier work this paper cites.
Degree of approximation by neural and translation networks with a single hidden layer
Hrushikesh N. Mhaskar and Charles A. Micchelli · 1995
Earlier work this paper cites.
A stochastic particle method for the McKean-Vlasov and the Burgers equation
Mireille Bossy and Denis Talay · 1997
Earlier work this paper cites.
Relationship between backward stochastic differential equations and stochastic controls: a linear-quadratic approach
Michael Kohlmann and Xun Yu Zhou · 2000
Earlier work this paper cites.
Sensitivity analysis using Itô-Malliavin calculus and martingales, and application to stochastic optimal control
Emmanuel Gobet and Rémi Munos · 2005
Earlier work this paper cites.
Mean field games
Jean-Michel Lasry and Pierre-Louis Lions · 2007
Earlier work this paper cites.
Mean field games: numerical methods
Yves Achdou and Italo Capuzzo-Dolcetta · 2010
Earlier work this paper cites.
Mean field games: numerical methods for the planning problem
Yves Achdou, Fabio Camilli, and Italo Capuzzo-Dolcetta · 2012
Earlier work this paper cites.
Mean field games and mean field type control theory
Alain Bensoussan, Jens Frehse, and Sheung Chi Phillip Yam · 2013
Earlier work this paper cites.
Notes on mean field games
Pierre Cardaliaguet · 2013
Earlier work this paper cites.
Contract theory in continuous-time models
Jakša Cvitanić and Jianfeng Zhang · 2013
Earlier work this paper cites.
A fully discrete semi-Lagrangian scheme for a first order mean field game problem
Elisabetta Carlini and Francisco J. Silva · 2014
Earlier work this paper cites.
Jean-François Chassagneux, Dan Crisan, and François Delarue · 2014
Cited alongside, same era.
On the system of partial differential equations arising in mean field type control
Yves Achdou and Mathieu Laurière · 2015
Cited alongside, same era.
Mean field games and systemic risk
René Carmona, Jean-Pierre Fouque, and Li-Hsien Sun · 2015
Cited alongside, same era.
A dynamic game model of collective choice in multi-agent systems
Rabih Salhab, Roland P. Malhamé, and Jérôme Le Ny · 2015
Cited alongside, same era.
Mean Field Type Control with Congestion (II): An augmented Lagrangian method
Yves Achdou and Mathieu Laurière · 2016
Cited alongside, same era.
Probabilistic theory of mean field games with applications. I
René Carmona and François Delarue · 2018
Later among the works it cites.
Probabilistic theory of mean field games with applications. II
René Carmona and François Delarue · 2018
Later among the works it cites.
Dynamic programming approach to principal-agent problems
Jakša Cvitanić, Dylan Possamaï, and Nizar Touzi · 2018
Later among the works it cites.
Mean field games for modeling crowd motion
Yves Achdou and Jean-Michel Lasry · 2019
Closest in time.
CEMRACS 2017: numerical probabilistic approach to MFG
Andrea Angiuli, Christy V. Graves, Houzhi Li, Jean-François Chassagneux, François Delarue, and René Carmona · 2019
Closest in time.
A class of finite-dimensional numerically solvable McKean-Vlasov control problems
Alessandro Balata, Côme Huré, Mathieu Laurière, Huyên Pham, and Isaque Pimentel · 2019
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
Jiequn Han and Weinan E · 2016
Cited alongside, same era.
Dynamic programming for mean-field type control
Mathieu Laurière and Olivier Pironneau · 2016
Cited alongside, same era.
Numerical methods for mean-field type optimal control problems
Laurent Pfeiffer · 2016
Cited alongside, same era.
Two numerical approaches to stationary mean-field games
Noha Almulla, Rita Ferreira, and Diogo Gomes · 2017
Cited alongside, same era.
Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations
Weinan E, Jiequn Han, and Arnulf Jentzen · 2017
Cited alongside, same era.
Optimization methods for large-scale machine learning
Léon Bottou, Frank E. Curtis, and Jorge Nocedal · 2018
Cited alongside, same era.
Proximal methods for stationary mean field games with local couplings
Luis M. Briceño Arias, Dante Kalise, and Francisco J. Silva · 2018
Cited alongside, same era.
Closest in time.
On the implementation of a primal-dual algorithm for second order time-dependent mean field games with local couplings
Luis M. Briceño Arias, Dante Kalise, Ziad Kobeissi, Mathieu Laurière, Álvaro Mateos González, and Francisco J. Silva · 2019
Closest in time.
The Master Equation and the Convergence Problem in Mean Field Games
P. Cardaliaguet, F. Delarue, J.M. Lasry, and P.L. Lions · 2019
Closest in time.
Machine learning for the optimal control of MKV dynamics and mean field games I: The ergodic case
René Carmona and Mathieu Laurière · 2019
Closest in time.
Numerical method for FBSDEs of McKean-Vlasov type
Jean-François Chassagneux, Dan Crisan, and François Delarue · 2019
Closest in time.
Deep learning methods for mean field control problems with delay
Jean-Pierre Fouque and Zhaoyu Zhang · 2019
Closest in time.
Convergence of the deep bsde method for coupled fbsdes
Jiequn Han and Jihao Long · 2020
Closest in time.