3 papers
econ.GN2026
Equilibrium World Models
Simon Scheidegger, Andreas Schaab
We introduce \emph{Equilibrium World Models} (EWMs), a deep-learning method for globally solving dynamic stochastic models that feature rare disasters, binding constraints, and cou…
cs.AI2026
Recurrent Structural Policy Gradient for Partially Observable Mean Field Games
Clarisse Wibault, Johannes Forkel, Sebastian Towers +9
Mean Field Games (MFGs) provide a principled framework for modelling interactions in large population systems. However, algorithmic progress has been limited since model-free metho…
econ.TH2025
Structural Reinforcement Learning for Heterogeneous Agent Macroeconomics
Yucheng Yang, Chiyuan Wang, Andreas Schaab +1
We present a new approach to formulating and solving heterogeneous agent models with aggregate risk. We replace the cross-sectional distribution with low-dimensional prices as stat…