7 citations · 10 across the 3 of their papers we have counts for
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q-fin.MF2021★ 7 cited
Principal agent mean field games in REC markets
Dena Firoozi, Arvind V Shrivats, Sebastian Jaimungal
Principal agent games are a growing area of research which focuses on the optimal behaviour of a principal and an agent, with the former contracting work from the latter, in return…
cs.LG2021★ 3 cited
Deep Learning for Principal-Agent Mean Field Games
Steven Campbell, Yichao Chen, Arvind Shrivats +1
Here, we develop a deep learning algorithm for solving Principal-Agent (PA) mean field games with market-clearing conditions -- a class of problems that have thus far not been stud…