181 citations · 548 across the 46 of their papers we have counts for
3 papers · 2 filters
Deep Learning for Mean Field Games and Mean Field Control with Applications to Finance
René Carmona, Mathieu Laurière
Financial markets and more generally macro-economic models involve a large number of individuals interacting through variables such as prices resulting from the aggregate behavior…
Finite State Graphon Games with Applications to Epidemics
Alexander Aurell, Rene Carmona, Gokce Dayanikli +1
We consider a game for a continuum of non-identical players evolving on a finite state space. Their heterogeneous interactions are represented by a graphon, which can be viewed as…
Mean Field Models to Regulate Carbon Emissions in Electricity Production
Rene Carmona, Gokce Dayanikli, Mathieu Lauriere
The most serious threat to ecosystems is the global climate change fueled by the uncontrolled increase in carbon emissions. In this project, we use mean field control and mean fiel…