Deep Learning and Mean-Field Games: A Stochastic Optimal Control Perspective
We provide a rigorous mathematical formulation of Deep Learning (DL) methodologies through an in-depth analysis of the learning procedures characterizing Neural Network (NN) models within the theoretical frameworks of Stochastic Optimal Control (SOC) and Mean-Field Games (MFGs). In particular, we sh...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-12-01
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| Series: | Symmetry |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2073-8994/13/1/14 |