Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games: II - The Finite Horizon Case.
René CarmonaMathieu LaurièrePublished in: CoRR (2019)
Keyphrases
- machine learning algorithms
- numerical solution
- convergence analysis
- finite horizon
- learning algorithm
- machine learning
- decision trees
- infinite horizon
- learning problems
- optimal policy
- markov decision processes
- differential equations
- partial differential equations
- global convergence
- multistage
- finite element
- learning tasks
- learning models
- optimal control
- optimality conditions
- markov random field
- control system
- reinforcement learning
- linear systems
- data mining
- average cost
- image segmentation
- numerical methods
- higher order