Numerical methods for mean field games based on Gaussian processes and Fourier features
Chenchen Mou, Xianjin Yang, Chao Zhou
Topics & Concepts
MathematicsApplied mathematicsFourier seriesEstimatorFourier transformAlgorithmGaussianConvergence (economics)Mathematical optimizationMathematical analysisStatisticsEconomicsPhysicsQuantum mechanicsEconomic growthGaussian Processes and Bayesian InferenceStatistical Methods and InferenceTarget Tracking and Data Fusion in Sensor Networks