Related papers: Deep Learning for Mean Field Games with non-separa…
We construct numerical approximations for Mean Field Games with fractional or nonlocal diffusions. The schemes are based on semi-Lagrangian approximations of the underlying control problems/games along with dual approximations of the…
Mean field games (MFGs) describe the collective behavior of large populations of interacting agents. In this work, we tackle ill-posed inverse problems in potential MFGs, aiming to recover the agents' population, momentum, and environmental…
We extend the methods from Nurbekyan, Saude "Fourier approximation methods for first-order nonlocal mean-field games" [Port. Math. 75 (2018), no. 3-4] and Liu, Jacobs, Li, Nurbekyan, Osher "Computational methods for nonlocal mean field…
A framework for performing dynamic mesh adaptation with the discontinuous Galerkin method (DGM) is presented. Adaptations include modifications of the local mesh step size (h-adaptation) and the local degree of the approximating polynomials…
Randomized neural networks (RNN) are a variation of neural networks in which the hidden-layer parameters are fixed to randomly assigned values and the output-layer parameters are obtained by solving a linear system by least squares. This…
The recent mean field game (MFG) formalism facilitates otherwise intractable computation of approximate Nash equilibria in many-agent settings. In this paper, we consider discrete-time finite MFGs subject to finite-horizon objectives. We…
We introduce a fully discrete scheme to solve a class of high-dimensional Mean Field Games systems. Our approach couples semi-Lagrangian (SL) time discretizations with Tensor-Train (TT) decompositions to tame the curse of dimensionality. By…
Mean Field Games (MFGs) have been introduced to efficiently approximate games with very large populations of strategic agents. Recently, the question of learning equilibria in MFGs has gained momentum, particularly using model-free…
Finite-state mean-field games (MFGs) arise as limits of large interacting particle systems and are governed by an MFG system, a coupled forward-backward differential equation consisting of a forward Kolmogorov-Fokker-Planck (KFP) equation…
Although the field of multi-agent reinforcement learning (MARL) has made considerable progress in the last years, solving systems with a large number of agents remains a hard challenge. Graphon mean field games (GMFGs) enable the scalable…
Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are nonparametric probabilistic models…
We propose an abstract discontinuous Galerkin neural network (DGNN) framework for analyzing the convergence of least-squares methods based on the residual minimization when feasible solutions are neural networks. Within this framework, we…
Mean-field games (MFGs) are a modeling framework for systems with a large number of interacting agents. They have applications in economics, finance, and game theory. Normalizing flows (NFs) are a family of deep generative models that…
Accurate and rapid prediction of flow-fields is crucial for aerodynamic design. This work proposes a discontinuous Galerkin method (DGM) whose performance enhances with increasing data, for rapid simulation of transonic flow around airfoils…
In this article, we propose two numerical methods, the Gaussian Process (GP) method and the Fourier Features (FF) algorithm, to solve mean field games (MFGs). The GP algorithm approximates the solution of a MFG with maximum a posteriori…
Discontinuous Galerkin (DG) methods for the numerical solution of partial differential equations have enjoyed considerable success because they are both flexible and robust: They allow arbitrary unstructured geometries and easy control of…
With the rapidly growing model complexity and data volume, training deep generative models (DGMs) for better performance has becoming an increasingly more important challenge. Previous research on this problem has mainly focused on…
Deep generative models (DGMs) are effective on learning multilayered representations of complex data and performing inference of input data by exploring the generative ability. However, it is relatively insufficient to empower the…
Mean field games (MFGs) model interactions in large-population multi-agent systems through population distributions. Traditional learning methods for MFGs are based on fixed-point iteration (FPI), where policy updates and induced population…
We present doubly stochastic gradient MCMC, a simple and generic method for (approximate) Bayesian inference of deep generative models (DGMs) in a collapsed continuous parameter space. At each MCMC sampling step, the algorithm randomly…