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math.OC2023
Deep Learning for Population-Dependent Controls in Mean Field Control Problems with Common Noise
Gokce Dayanikli, Mathieu Lauriere, Jiacheng Zhang
In this paper, we propose several approaches to learn the optimal population-dependent controls in order to solve mean field control problems (MFC). Such policies enable us to solv…
q-fin.MF2023★ 1 cited
On time-consistent equilibrium stopping under aggregation of diverse discount rates
Shuoqing Deng, Xiang Yu, Jiacheng Zhang
This paper studies a central planner's decision making on behalf of a group of members with diverse discount rates. In the context of optimal stopping, we work with an aggregation…