A Machine Learning Framework for Solving High-Dimensional Mean Field Game and Mean Field Control Problems

4 December 2019

Lars Ruthotto

Stanley Osher

Wuchen Li

Papers citing "A Machine Learning Framework for Solving High-Dimensional Mean Field Game and Mean Field Control Problems"

30 / 30 papers shown

Title
Gaussian Process Policy Iteration with Additive Schwarz Acceleration for Forward and Inverse HJB and Mean Field Game Problems Xianjin Yang Jingguo Zhang 24 0 0 01 May 2025
Steering Large Agent Populations using Mean-Field Schrodinger Bridges with Gaussian Mixture Models George Rapakoulias Ali Reza Pedram Panagiotis Tsiotras 34 0 0 31 Mar 2025
Learning stochastic dynamics from snapshots through regularized unbalanced optimal transport Zhenyi Zhang Tiejun Li Peijie Zhou OT 143 5 0 01 Oct 2024
Score-based Neural Ordinary Differential Equations for Computing Mean Field Control Problems Mo Zhou Stanley Osher Wuchen Li 84 2 0 24 Sep 2024
Convergence of the Deep Galerkin Method for Mean Field Control Problems William Hofgard Jingruo Sun Asaf Cohen AI4CE 29 3 0 22 May 2024
Convergence analysis of controlled particle systems arising in deep learning: from finite to infinite sample size Huafu Liao Alpár R. Mészáros Chenchen Mou Chao Zhou 26 2 0 08 Apr 2024
Computing high-dimensional optimal transport by flow neural networks Chen Xu Xiuyuan Cheng Yao Xie OT 35 4 0 19 May 2023
In-Context Operator Learning with Data Prompts for Differential Equation Problems Liu Yang Siting Liu Tingwei Meng Stanley J. Osher 38 57 0 17 Apr 2023
A Policy Gradient Framework for Stochastic Optimal Control Problems with Global Convergence Guarantee Mo Zhou Jian-Xiong Lu 30 7 0 11 Feb 2023
Discovering Efficient Periodic Behaviours in Mechanical Systems via Neural Approximators Yannik P. Wotte Sven Dummer N. Botteghi C. Brune Stefano Stramigioli Federico Califano 33 5 0 29 Dec 2022
Mean-field neural networks: learning mappings on Wasserstein space H. Pham X. Warin 21 13 0 27 Oct 2022
Deep Generalized Schrödinger Bridge Guan-Horng Liu T. Chen Oswin So Evangelos A. Theodorou OT AI4CE 8 34 0 20 Sep 2022
Mean-Field Control Approach to Decentralized Stochastic Control with Finite-Dimensional Memories Takehiro Tottori Tetsuya J. Kobayashi 13 4 0 12 Sep 2022
On the Near-Optimality of Local Policies in Large Cooperative Multi-Agent Reinforcement Learning Washim Uddin Mondal Vaneet Aggarwal S. Ukkusuri 23 5 0 07 Sep 2022
Multi-Agent Shape Control with Optimal Transport A. Lin Stanley J. Osher OT 17 0 0 30 Jun 2022
Explainable AI via Learning to Optimize Howard Heaton Samy Wu Fung 26 14 0 29 Apr 2022
DeepParticle: learning invariant measure by a deep neural network minimizing Wasserstein distance on data generated from an interacting particle method Zhongjian Wang Jack Xin Zhiwen Zhang 39 15 0 02 Nov 2021
Deep Learning for Mean Field Games and Mean Field Control with Applications to Finance René Carmona Mathieu Laurière AI4CE 13 26 0 09 Jul 2021
On the Representation of Solutions to Elliptic PDEs in Barron Spaces Ziang Chen Jianfeng Lu Yulong Lu 27 26 0 14 Jun 2021
JFB: Jacobian-Free Backpropagation for Implicit Networks Samy Wu Fung Howard Heaton Qiuwei Li Daniel McKenzie Stanley Osher W. Yin FedML 35 84 0 23 Mar 2021
An Introduction to Deep Generative Modeling Lars Ruthotto E. Haber AI4CE 22 220 0 09 Mar 2021
Scaling up Mean Field Games with Online Mirror Descent Julien Perolat Sarah Perrin Romuald Elie Mathieu Laurière Georgios Piliouras M. Geist K. Tuyls Olivier Pietquin LRM AI4CE 53 45 0 28 Feb 2021
MALI: A memory efficient and reverse accurate integrator for Neural ODEs Juntang Zhuang Nicha Dvornek S. Tatikonda James S. Duncan 22 49 0 09 Feb 2021
An overview on deep learning-based approximation methods for partial differential equations C. Beck Martin Hutzenthaler Arnulf Jentzen Benno Kuckuck 30 146 0 22 Dec 2020
Learning Theory for Inferring Interaction Kernels in Second-Order Interacting Agent Systems Jason D Miller Sui Tang Ming Zhong Mauro Maggioni 16 18 0 08 Oct 2020
Learning Differential Equations that are Easy to Solve Jacob Kelly J. Bettencourt Matthew J. Johnson D. Duvenaud 28 111 0 09 Jul 2020
Learning normalizing flows from Entropy-Kantorovich potentials Chris Finlay Augusto Gerolin Adam M. Oberman Aram-Alexandre Pooladian 30 23 0 10 Jun 2020
How to train your neural ODE: the world of Jacobian and kinetic regularization Chris Finlay J. Jacobsen L. Nurbekyan Adam M. Oberman 11 294 0 07 Feb 2020
Mean-Field and Kinetic Descriptions of Neural Differential Equations Michael Herty T. Trimborn G. Visconti 28 6 0 07 Jan 2020
Model-Free Mean-Field Reinforcement Learning: Mean-Field MDP and Mean-Field Q-Learning René Carmona Mathieu Laurière Zongjun Tan OffRL 24 97 0 28 Oct 2019