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math.OC2022
Stability Via Adversarial Training of Neural Network Stochastic Control of Mean-Field Type
Julian Barreiro-Gomez, Salah Eddine Choutri, Boualem Djehiche
In this paper, we present an approach to neural network mean-field-type control and its stochastic stability analysis by means of adversarial inputs (aka adversarial attacks). This…
math.OC2022
Zero-sum mean-field Dynkin games: characterization and convergence
Boualem Djehiche, Roxana Dumitrescu
We introduce a zero-sum game problem of mean-field type as an extension of the classical zero-sum Dynkin game problem to the case where the payoff processes might depend on the val…