4 citations · 4 across the 1 of their papers we have counts for
2 papers
math.OC2021★ 4 cited
Reinforcement Learning for Mean Field Games, with Applications to Economics
Andrea Angiuli, Jean-Pierre Fouque, Mathieu Lauriere
Mean field games (MFG) and mean field control problems (MFC) are frameworks to study Nash equilibria or social optima in games with a continuum of agents. These problems can be use…
math.PR2018
Numerical Probabilistic Approach to MFG
Andrea Angiuli, Christy V. Graves, Houzhi Li +3
This project investigates numerical methods for solving fully coupled forward-backward stochastic differential equations (FBSDEs) of McKean-Vlasov type. Having numerical solvers fo…