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Convergence of the Deep Galerkin Method for Finite State Mean Field Control Problems

This story is from 2026-08-24. It is preserved in the archive; the latest stories are on the live feed.

arXiv:2405.13346v2 Announce Type: replace-cross Abstract: We establish the convergence of the deep Galerkin method (DGM), a deep learning-based scheme for solving high-dimensional nonlinear PDEs, for Hamilton-Jacobi-Bellman (HJB) equations that arise from the study of mean field control problems (M…

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  1. 2026-08-24 04:00 · arXiv stat.ML
    Convergence of the Deep Galerkin Method for Finite State Mean Field Control Problems

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