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cs.LG2025
Gaussian process policy iteration with additive Schwarz acceleration for forward and inverse HJB and mean field game problems
Xianjin Yang, Jingguo Zhang
In this paper, we propose a Gaussian Process (GP)-based policy iteration framework for addressing both forward and inverse problems in Hamilton--Jacobi--Bellman (HJB) equations and…
cs.LG2025
Learning Surrogate Potential Mean Field Games via Gaussian Processes: A Data-Driven Approach to Ill-Posed Inverse Problems
Jingguo Zhang, Xianjin Yang, Chenchen Mou +1
Mean field games (MFGs) describe the collective behavior of large populations of interacting agents. In this work, we tackle ill-posed inverse problems in potential MFGs, aiming to…