29 citations · 119 across the 29 of their papers we have counts for
Showing 2022 · math.OCShow all
2 papers · 2 filters
math.OC2022
Pandemic Control, Game Theory and Machine Learning
Yao Xuan, Robert Balkin, Jiequn Han +2
Game theory has been an effective tool in the control of disease spread and in suggesting optimal policies at both individual and area levels. In this AMS Notices article, we focus…
math.OC2022★ 5 cited
Learning High-Dimensional McKean-Vlasov Forward-Backward Stochastic Differential Equations with General Distribution Dependence
Jiequn Han, Ruimeng Hu, Jihao Long
One of the core problems in mean-field control and mean-field games is to solve the corresponding McKean-Vlasov forward-backward stochastic differential equations (MV-FBSDEs). Most…