Code

Learning Algotihm for Mean Field Control

Github Repository:
github.com/Qinxin-Yan/Mean-Field-Control

This repository contains the Python implementation of the neural network-based numerical algorithm for mean field control, discussed in the paper Learning Algorithm for Mean Field Control.

Iterative Schemes for Markov Perfect Equilibria

Github Repository:
github.com/Qinxin-Yan/Picard-Iteration-For-Finite-Player-Game

This repository contains the implementation of the neural network-based iterative scheme for Markov perfect equilibrium in finite-player game, discussed in the paper Iterative Schemes for Markov Perfect Equilibria. The game model in the code is from cybersecurity.