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math.OC2022
Reinforcement Learning for Intra-and-Inter-Bank Borrowing and Lending Mean Field Control Game
Andrea Angiuli, Nils Detering, Jean-Pierre Fouque +2
We propose a mean field control game model for the intra-and-inter-bank borrowing and lending problem. This framework allows to study the competitive game arising between groups of…
math.OC2022
Reinforcement Learning Algorithm for Mixed Mean Field Control Games
Andrea Angiuli, Nils Detering, Jean-Pierre Fouque +2
We present a new combined \textit{mean field control game} (MFCG) problem which can be interpreted as a competitive game between collaborating groups and its solution as a Nash equ…