181 citations · 548 across the 46 of their papers we have counts for
5 papers · 1 filter
Stochastic Graphon Games: I. The Static Case
Rene Carmona, Daniel Cooney, Christy Graves +1
We consider static finite-player network games and their continuum analogs, graphon games. Existence and uniqueness results are provided, as well as convergence of the finite-playe…
Model-Free Mean-Field Reinforcement Learning: Mean-Field MDP and Mean-Field Q-Learning
René Carmona, Mathieu Laurière, Zongjun Tan
We study infinite horizon discounted Mean Field Control (MFC) problems with common noise through the lens of Mean Field Markov Decision Processes (MFMDP). We allow the agents to us…
Linear-Quadratic Mean-Field Reinforcement Learning: Convergence of Policy Gradient Methods
René Carmona, Mathieu Laurière, Zongjun Tan
We investigate reinforcement learning in the setting of Markov decision processes for a large number of exchangeable agents interacting in a mean field manner. Applications include…
Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games: II -- The Finite Horizon Case
René Carmona, Mathieu Laurière
We propose two numerical methods for the optimal control of McKean-Vlasov dynamics in finite time horizon. Both methods are based on the introduction of a suitable loss function de…
Applications of a New Self-Financing Equation
Rene Carmona, Kevin Webster
The goal of this note is to illustrate the impact of a self-financing condition recently introduced by the authors. We present the analyses of two specific applications usually con…