A Machine Learning Framework for Solving High-Dimensional Mean Field Game and Mean Field Control Problems.
Lars RuthottoStanley J. OsherWuchen LiLevon NurbekyanSamy Wu FungPublished in: CoRR (2019)
Keyphrases
- control problems
- high dimensional
- optimal control
- reinforcement learning
- markov random field
- belief networks
- closed form
- markov networks
- hamilton jacobi bellman
- linear complexity
- em algorithm
- bayesian inference
- free energy
- low dimensional
- queueing systems
- computer games
- adaptive control
- dimensionality reduction
- probabilistic model
- game theory
- expectation maximization
- posterior distribution
- dynamic programming