2 papers
math.OC2026
A Singular Control Problem for Data Center Electricity Cost Minimization
Rene Carmona, Xiaoyu Cui
The goal of the paper is to provide a complete analysis of a stochastic control problem when the cost to minimize involves the running maximum of the underlying controlled state pr…
math.OC2025
Linear-Quadratic Mean-Field Reinforcement Learning: Convergence of Policy Gradient Methods
René Carmona, Mathieu Laurière, Zongjun Tan
We investigate reinforcement learning in the setting of Markov decision processes for a large number of exchangeable agents interacting in a mean field manner. Applications include…