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math.OC2022
Quantitative propagation of chaos for mean field Markov decision process with common noise
Médéric Motte, Huyên Pham
We investigate propagation of chaos for mean field Markov Decision Process with common noise (CMKV-MDP), and when the optimization is performed over randomized open-loop controls o…
math.OC2021
Optimal bidding strategies for digital advertising
Médéric Motte, Huyên Pham
With the emergence of new online channels and information technology, digital advertising tends to substitute more and more to traditional advertising by offering the opportunity t…
math.OC2019★ 1 cited
Mean-field Markov decision processes with common noise and open-loop controls
Médéric Motte, Huyên Pham
We develop an exhaustive study of Markov decision process (MDP) under mean field interaction both on states and actions in the presence of common noise, and when optimization is pe…