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20182024
most citedUnified Reinforcement Q-Learning for Mean Field Game and Control Problems

7 citations · 17 across the 8 of their papers we have counts for

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Showing 2022Show all

2 papers · 1 filter

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…