Evidence map›Paper›PMID 32273389›Full record

ArticleProceedings of the National Academy of Sciences of the United States of America2020

A machine learning framework for solving high-dimensional mean field game and mean field control problems.

Lars Ruthotto, Stanley J Osher, Wuchen Li, Levon Nurbekyan, Samy Wu Fung

Abstract read
In one paragraph

Article in Proceedings of the National Academy of Sciences of the United States of America, 2020. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 17 papers.

0numbers the graph read from it
0cells of the map it votes in
17citing papers in PubMed
–field-weighted citation impact
1 · What the graph read from it

What it found

Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.

The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.

2 · The registry

The trial behind it

Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.

Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.

3 · Its place in the literature

Who cites it

17 citing papers in PubMed.

  1. Article
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  3. Review
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  8. In-context operator learning with data prompts for differential equation problems.Proceedings of the National Academy of Sciences of the United States of America · 2023
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  9. Article
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  16. Mean field control problems for vaccine distribution.Research in the mathematical sciences · 2022
    Article
  17. Alternating the population and control neural networks to solve high-dimensional stochastic mean-field games.Proceedings of the National Academy of Sciences of the United States of America · 2021
    Article
4 · The record

Corrections and comments

PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.

5 · Who and what money

Authors and funding

5 authors.

Lars RuthottoDepartment of Mathematics, Emory University, Atlanta, GA 30322; sjo@math.ucla.edu lruthotto@emory.edu.ORCID 0000-0003-0803-3299
Stanley J OsherDepartment of Mathematics, University of California, Los Angeles, CA 90095 sjo@math.ucla.edu lruthotto@emory.edu.
Wuchen LiDepartment of Mathematics, University of California, Los Angeles, CA 90095.ORCID 0000-0002-2218-5734
Levon NurbekyanDepartment of Mathematics, University of California, Los Angeles, CA 90095.ORCID 0000-0002-6227-0941
Samy Wu FungDepartment of Mathematics, University of California, Los Angeles, CA 90095.ORCID 0000-0002-2926-4582

Funding

No grant is acknowledged in the PubMed record.

6 · The paper itself

Abstract

Mean field games (MFG) and mean field control (MFC) are critical classes of multiagent models for the efficient analysis of massive populations of interacting agents. Their areas of application span topics in economics, finance, game theory, industrial engineering, crowd motion, and more. In this paper, we provide a flexible machine learning framework for the numerical solution of potential MFG and MFC models. State-of-the-art numerical methods for solving such problems utilize spatial discretization that leads to a curse of dimensionality. We approximately solve high-dimensional problems by combining Lagrangian and Eulerian viewpoints and leveraging recent advances from machine learning. More precisely, we work with a Lagrangian formulation of the problem and enforce the underlying Hamilton-Jacobi-Bellman (HJB) equation that is derived from the Eulerian formulation. Finally, a tailored neural network parameterization of the MFG/MFC solution helps us avoid any spatial discretization. Our numerical results include the approximate solution of 100-dimensional instances of optimal transport and crowd motion problems on a standard work station and a validation using a Eulerian solver in two dimensions. These results open the door to much-anticipated applications of MFG and MFC models that are beyond reach with existing numerical methods.

Indexed as

Hamilton-Jacobi-Bellman equationsmachine learningmean field controlmean field gamesoptimal transport

Identifiers

PMID32273389
PMCPMC7197015

What OpenQuestion holds

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Registered trials

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Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.