A differentiable neural framework for learning state- and time-dependent parameters of finite-state mean field games from population trajectories via implicit differentiation.
Optimal Incentives to Mitigate Epidemics: A Stackelberg Mean Field Game Approach.SIAM Journal on Control and Optimization, 60(2):S294–S322, 2022
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Neural Parameter Calibration for Finite-State Mean Field Games
A differentiable neural framework for learning state- and time-dependent parameters of finite-state mean field games from population trajectories via implicit differentiation.