2 papers
math.OC2026
Mean Field Reinforcement Learning
René Carmona, Mathieu Laurière
This monograph provides an introduction to mean field reinforcement learning through the lens of Markov decision processes arising from large-population stochastic control with mea…
math.OC2025
Reconciling Discrete-Time Mixed Policies and Continuous-Time Relaxed Controls in Reinforcement Learning and Stochastic Control
Rene Carmona, Mathieu Lauriere
Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based…