Deep Learning for Mean Field Games and Mean Field Control with Applications to Finance.

René Carmona Mathieu Laurière

Published in: CoRR (2021)

Keyphrases

deep learning
markov random field
belief networks
unsupervised learning
markov networks
em algorithm
free energy
loopy belief propagation
unsupervised feature learning
machine learning
computer vision
higher order
data sets
data mining
graph cuts
conditional random fields