APAC-Net: Alternating the Population and Agent Control via Two Neural Networks to Solve High-Dimensional Stochastic Mean Field Games

24 Feb 2020Alex Tong LinSamy Wu FungWuchen LiLevon NurbekyanStanley J. Osher

We present APAC-Net, an alternating population and agent control neural network for solving stochastic mean field games (MFGs). Our algorithm is geared toward high-dimensional instances of MFGs that are beyond reach with existing solution methods... (read more)

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