Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic Case.
René CarmonaMathieu LaurièrePublished in: SIAM J. Numer. Anal. (2021)
Keyphrases
- machine learning algorithms
- numerical solution
- convergence analysis
- learning algorithm
- machine learning
- decision trees
- differential equations
- learning problems
- global convergence
- learning tasks
- partial differential equations
- finite element
- game theory
- learning models
- exact solution
- model selection
- multiresolution
- optimization problems
- differential evolution
- nash equilibrium