39 citations · 74 across the 5 of their papers we have counts for
6 papers
Policy Optimization for Linear-Quadratic Zero-Sum Mean-Field Type Games
René Carmona, Kenza Hamidouche, Mathieu Laurière +1
In this paper, zero-sum mean-field type games (ZSMFTG) with linear dynamics and quadratic utility are studied under infinite-horizon discounted utility function. ZSMFTG are a class…
Linear-Quadratic Zero-Sum Mean-Field Type Games: Optimality Conditions and Policy Optimization
René Carmona, Kenza Hamidouche, Mathieu Laurière +1
In this paper, zero-sum mean-field type games (ZSMFTG) with linear dynamics and quadratic cost are studied under infinite-horizon discounted utility function. ZSMFTG are a class of…
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…
Price of Anarchy for Mean Field Games
Rene Carmona, Christy V. Graves, Zongjun Tan
The price of anarchy, originally introduced to quantify the inefficiency of selfish behavior in routing games, is extended to mean field games. The price of anarchy is defined as t…
Optimal trading policies for wind energy producer
Zongjun Tan, Peter Tankov
We study the optimal trading policies for a wind energy producer who aims to sell the future production in the open forward, spot, intraday and adjustment markets, and who has acce…