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math.OC2025
Mean-Field Generalisation Bounds for Learning Controls in Stochastic Environments
Boris Baros, Samuel N. Cohen, Christoph Reisinger
We consider a data-driven formulation of the classical discrete-time stochastic control problem. Our approach exploits the natural structure of many such problems, in which signifi…
math.OC2023
Mean-field games of speedy information access with observation costs
Dirk Becherer, Christoph Reisinger, Jonathan Tam
We investigate mean-field games (MFG) in which agents actively control their speed of access to information. Specifically, the agents can dynamically decide to obtain observations…