A mean field equilibrium for a model of interbank lending.

Maximilian Balandat Ilya Tkachev Alessandro Abate Claire J. Tomlin

Published in: ACC (2015)

Keyphrases

prior knowledge
probabilistic model
parameter estimation
computational model
mathematical model
neural network
high level
statistical model
experimental data
objective function
cost function
least squares
em algorithm
conceptual model
neural network model