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math.OC2025
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…
math.OC2024
A Machine Learning Method for Stackelberg Mean Field Games
Gokce Dayanikli, Mathieu Lauriere
We propose a single-level numerical approach to solve Stackelberg mean field game (MFG) problems. In Stackelberg MFG, an infinite population of agents play a non-cooperative game a…