2 citations · 5 across the 13 of their papers we have counts for
4 papers · 1 filter
From Nash Equilibrium to Social Optimum and vice versa: a Mean Field Perspective
Rene Carmona, Gokce Dayanikli, Francois Delarue +1
Mean field games (MFG) and mean field control (MFC) problems have been introduced to study large populations of strategic players. They correspond respectively to non-cooperative o…
Convergence of Multi-Scale Reinforcement Q-Learning Algorithms for Mean Field Game and Control Problems
Andrea Angiuli, Jean-Pierre Fouque, Mathieu Laurière +1
We establish the convergence of the unified two-timescale Reinforcement Learning (RL) algorithm presented in a previous work by Angiuli et al. This algorithm provides solutions to…
Non-standard Stochastic Control with Nonlinear Feynman-Kac Costs
Rene Carmona, Mathieu Lauriere, Pierre-Louis Lions
We consider the conditional control problem introduced by P.L. Lions in his lectures at the Collège de France in November 2016. In his lectures, Lions emphasized some of the major…
Multi-population Mean Field Games with Multiple Major Players: Application to Carbon Emission Regulations
Gokce Dayanikli, Mathieu Lauriere
In this paper, we propose and study a mean field game model with multiple populations of minor players and multiple major players, motivated by applications to the regulation of ca…