A machine learning framework for solving high-dimensional mean field game and mean field control problems

L Ruthotto, SJ Osher, W Li… - Proceedings of the …, 2020 - National Acad Sciences
Mean field games (MFG) and mean field control (MFC) are critical classes of multiagent
models for the efficient analysis of massive populations of interacting agents. Their areas of …

[PDF][PDF] Splitting methods for a class of non-potential mean field games

S Liu, L Nurbekyan - arXiv preprint arXiv:2007.00099, 2020 - ww3.math.ucla.edu
We extend the methods from [32, 30] to a class of non-potential meanfield game (MFG)
systems with mixed couplings. Up to now, splitting methods have been applied to potential …

Computational methods for nonlocal mean field games with applications

S Liu, M Jacobs, W Li, L Nurbekyan… - arXiv preprint arXiv …, 2020 - arxiv.org
We introduce a novel framework to model and solve mean-field game systems with nonlocal
interactions. Our approach relies on kernel-based representations of mean-field interactions …

[PDF][PDF] COMPUTATIONAL NONLOCAL MEAN FIELD GAMES WITH APPLICATIONS

S LIU, M JACOBS, W LI, L NURBEKYAN, SJ OSHER - 2020 - math.purdue.edu
We introduce a novel framework to model and solve mean-field game systems with nonlocal
interactions extending the results in [42]. Our approach relies on kernel-based …