Search Results for author:
Found 3 papers, 0 papers with code
Convergence analysis of controlled particle systems arising in deep learning: from finite to infinite sample size
Using these uniform regularity results, we show the convergence of the minima of objective functionals and optimal parameters of the neural SDEs as the sample size N tends to infinity.
Decoding Mean Field Games from Population and Environment Observations By Gaussian Processes
This paper presents a Gaussian Process (GP) framework, a non-parametric technique widely acknowledged for regression and classification tasks, to address inverse problems in mean field games (MFGs).
Mean Field Games Master Equations with Non-separable Hamiltonians and Displacement Monotonicity
In this manuscript, we propose a structural condition on non-separable Hamiltonians, which we term displacement monotonicity condition, to study second order mean field games master equations.
Analysis of PDEs Optimization and Control Probability 35R15, 49N80, 49Q22, 60H30, 91A16, 93E20
