Deep learning solution to mean field game of optimal liquidation

Shuhua Zhang, Shenghua Qian, Xinyu Wang, Yilin Cheng

Year of publication:	2025
Authors:	Zhang, Shuhua ; Qian, Shenghua ; Wang, Xinyu ; Cheng, Yilin
Published in:	Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 73.2025, Art.-No. 106663, p. 1-10
Subject:	Deep Galerkin method \| Deep learning \| High-dimensionality \| Mean field games \| Optimal liquidation

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