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比利时vs摩洛哥足彩 ,
university of california san diego

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zoom for thought

varun khurana - ph.d. student

uc san diego

solving mean field games and mean field control problems using machine learning

abstract:

a mean field game is usually denoted as a game with the number of players tending to infinity, which leads us to consider population densities of players and their resulting ``nash equilibrium'' strategies. mean field games have been used to model financial markets, population dynamics, and more, but solving the mean field games ends up requiring us to solve a high-dimensional pde. to avoid the curse of dimensionality, we can instead use the method of characteristics to turn one of the pdes in the mean field game into a system of odes and then solve the mean field game by parameterizing the dynamics of the ode with a neural network.

october 27, 2020

2:00 pm

please see email with subject ``zoom for thought information''

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