English
Related papers

Related papers: Deep Learning for Mean Field Games with non-separa…

200 papers

We propose a MFG model with quadratic Hamiltonian involving $N$ populations. This results in a system of $N$ Hamilton-Jacobi-Bellman and $N$ Fokker-Planck equations with non-local interactions. As in the classical case we introduce an…

Analysis of PDEs · Mathematics 2025-11-03 Luigi De Pascale , Luca Nenna

A graph neural network (GCN) is employed in the deep energy method (DEM) model to solve the momentum balance equation in 3D for the deformation of linear elastic and hyperelastic materials due to its ability to handle irregular domains over…

Computational Engineering, Finance, and Science · Computer Science 2022-10-21 Junyan He , Diab Abueidda , Seid Koric , Iwona Jasiuk

Mean field games models describing the limit of a large class of stochastic differential games, as the number of players goes to $+\infty$, have been introduced by J.-M. Lasry and P.-L. Lions. We use a change of variables to transform the…

Numerical Analysis · Mathematics 2011-06-17 Olivier Guéant

Generative adversarial networks (GANs) are among the most successful models for learning high-complexity, real-world distributions. However, in theory, due to the highly non-convex, non-concave landscape of the minmax training objective,…

Machine Learning · Computer Science 2023-04-04 Zeyuan Allen-Zhu , Yuanzhi Li

We study convergence rates of the generalized conditional gradient (GCG) method applied to fully discretized Mean Field Games (MFG) systems. While explicit convergence rates of the GCG method have been established at the continuous PDE…

Numerical Analysis · Mathematics 2026-02-13 Haruka Nakamura , Norikazu Saito

We propose a policy iteration method to solve an inverse problem for a mean-field game (MFG) model, specifically to reconstruct the obstacle function in the game from the partial observation data of value functions, which represent the…

Optimization and Control · Mathematics 2026-02-12 Kui Ren , Nathan Soedjak , Shanyin Tong

The recent increase in computational resources and data availability has led to a significant rise in the use of Machine Learning (ML) techniques for data analysis in physics. However, the application of ML methods to solve differential…

High Energy Physics - Theory · Physics 2025-07-18 Andrea Cipriani , Alessandro De Santis , Giorgio Di Russo , Alfredo Grillo , Luca Tabarroni

In this work, we consider a first order mean field games system with non-local couplings. A Lagrange-Galerkin scheme for the continuity equation, coupled with a semi-Lagrangian scheme for the Hamilton-Jacobi-Bellman equation, is proposed to…

Analysis of PDEs · Mathematics 2023-03-28 E Carlini , Francisco José Silva , Ahmad Zorkot

In this paper, we present a Fast Motion Deblurring-Conditional Generative Adversarial Network (FMD-cGAN) that helps in blind motion deblurring of a single image. FMD-cGAN delivers impressive structural similarity and visual appearance after…

Computer Vision and Pattern Recognition · Computer Science 2021-12-10 Jatin Kumar , Indra Deep Mastan , Shanmuganathan Raman

Many important problems in science and engineering require solving the so-called parametric partial differential equations (PDEs), i.e., PDEs with different physical parameters, boundary conditions, shapes of computation domains, etc.…

Machine Learning · Computer Science 2022-11-22 Xiang Huang , Zhanhong Ye , Hongsheng Liu , Beiji Shi , Zidong Wang , Kang Yang , Yang Li , Bingya Weng , Min Wang , Haotian Chu , Fan Yu , Bei Hua , Lei Chen , Bin Dong

We propose an efficient semi-Lagrangian method for solving the two-dimensional incompressible Euler equations with high precision on a coarse grid. The new approach evolves the flow map using the gradient-augmented level set method (GALSM).…

Numerical Analysis · Mathematics 2023-02-21 Xi-Yuan Yin , Olivier Mercier , Badal Yadav , Kai Schneider , Jean-Christophe Nave

This paper develops and analyzes a class of semi-discrete and fully discrete weak Galerkin finite element methods for unsteady incompressible convective Brinkman-Forchheimer equations. For the spatial discretization, the methods adopt the…

Numerical Analysis · Mathematics 2024-10-30 Xiaojuan Wang , Jihong Xiao , Xiaoping Xie , Shiquan Zhang

Mixed optimal stopping and stochastic control problems define variational inequalities with non-linear Hamilton-Jacobi-Bellman (HJB) operators, whose numerical solution is notoriously difficult and lack of reliable benchmarks. We first use…

Optimization and Control · Mathematics 2025-05-27 Yun Zhao , Harry Zheng

The use of distributions and high-level features from deep architecture has become commonplace in modern computer vision. Both of these methodologies have separately achieved a great deal of success in many computer vision tasks. However,…

Machine Learning · Statistics 2021-01-15 Junier B. Oliva , Danica J. Sutherland , Barnabás Póczos , Jeff Schneider

We present a neural network-based method for solving linear and nonlinear partial differential equations, by combining the ideas of extreme learning machines (ELM), domain decomposition and local neural networks. The field solution on each…

Numerical Analysis · Mathematics 2021-09-22 Suchuan Dong , Zongwei Li

We present the development and analysis of a reinforcement learning (RL) algorithm designed to solve continuous-space mean field game (MFG) and mean field control (MFC) problems in a unified manner. The proposed approach pairs the…

Optimization and Control · Mathematics 2025-03-07 Andrea Angiuli , Jean-Pierre Fouque , Ruimeng Hu , Alan Raydan

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). By leveraging GPs, we aim to recover…

Computer Science and Game Theory · Computer Science 2023-12-27 Jinyan Guo , Chenchen Mou , Xianjin Yang , Chao Zhou

Fine-grained image search is still a challenging problem due to the difficulty in capturing subtle differences regardless of pose variations of objects from fine-grained categories. In practice, a dynamic inventory with new fine-grained…

Computer Vision and Pattern Recognition · Computer Science 2018-07-09 Kevin Lin , Fan Yang , Qiaosong Wang , Robinson Piramuthu

We develop a splitting method to prove the well-posedness, in short time, of solutions for two master equations in mean field game (MFG) theory: the second order master equation, describing MFGs with a common noise, and the system of master…

Analysis of PDEs · Mathematics 2020-01-29 Pierre Cardaliaguet , Marco Cirant , Alessio Porretta

Networks are a powerful tool to model complex systems, and the definition of many Graph Neural Networks (GNN), Deep Learning algorithms that can handle networks, has opened a new way to approach many real-world problems that would be hardly…

Machine Learning · Computer Science 2021-09-28 Marco Grassia , Manlio De Domenico , Giuseppe Mangioni