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09/08/2023
Actor critic learning algorithms for mean-field control with moment neural networks
We develop a new policy gradient and actor-critic algorithm for solving ...
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04/11/2023
Generative modeling for time series via Schrödinger bridge
We propose a novel generative model for time series based on Schrödinger...
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03/13/2023
Actor-Critic learning for mean-field control in continuous time
We study policy gradient for mean-field control in continuous time in a ...
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12/22/2022
Mean-field neural networks-based algorithms for McKean-Vlasov control problems *
This paper is devoted to the numerical resolution of McKean-Vlasov contr...
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10/27/2022
Mean-field neural networks: learning mappings on Wasserstein space
We study the machine learning task for models with operators mapping bet...
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07/31/2019
Neural networks-based backward scheme for fully nonlinear PDEs
We propose a numerical method for solving high dimensional fully nonline...
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02/05/2019
Some machine learning schemes for high-dimensional nonlinear PDEs
We propose new machine learning schemes for solving high dimensional non...
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12/13/2018
Deep neural networks algorithms for stochastic control problems on finite horizon, Part 2: numerical applications
This paper presents several numerical applications of deep learning-base...
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12/11/2018