Deep Learning for Mean Field Games and Mean Field Control with Applications to Finance
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- Maximilien Germain & Joseph Mikael & Xavier Warin, 2022. "Numerical Resolution of McKean-Vlasov FBSDEs Using Neural Networks," Methodology and Computing in Applied Probability, Springer, vol. 24(4), pages 2557-2586, December.
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This paper has been announced in the following NEP Reports:- NEP-BIG-2021-07-26 (Big Data)
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- NEP-GTH-2021-07-26 (Game Theory)
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