153 citations · 427 across the 46 of their papers we have counts for
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math.OC2020★ 39 cited
Fictitious Play for Mean Field Games: Continuous Time Analysis and Applications
Sarah Perrin, Julien Perolat, Mathieu Laurière +3
In this paper, we deepen the analysis of continuous time Fictitious Play learning algorithm to the consideration of various finite state Mean Field Game settings (finite horizon, $…
math.OC2020★ 10 cited
Large Banking Systems with Default and Recovery: A Mean Field Game Model
Romuald Élie, Tomoyuki Ichiba, Mathieu Laurière
We consider a mean-field model for large banking systems, which takes into account default and recovery of the institutions. Building on models used for groups of interacting neuro…