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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.OC2019
Mean-field FBSDE and optimal control
Nacira Agram, Salah Eddine Choutri
We study optimal control for mean-field forward backward stochastic differential equations with payoff functionals of mean-field type. Sufficient and necessary optimality condition…