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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 2023Show all

2 papers · 1 filter

math.OC2023★ 1 cited

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…

math.OC2023★ 2 cited

Deep Reinforcement Learning for Infinite Horizon Mean Field Problems in Continuous Spaces

Andrea Angiuli, Jean-Pierre Fouque, Ruimeng Hu +1

We present the development and analysis of a reinforcement learning (RL) algorithm designed to solve continuous-space mean field game (MFG) and mean field control (MFC) problems in…