3 papers
math.PR2026
Mean Field Games with Reflected Dynamics: Penalization and Relaxed Control Approach
Ayoub Laayoun, Badr Missaoui
In this paper, we investigate a class of Mean Field Games (MFGs) in which the state dynamics are governed by multidimensional reflected stochastic differential equations (SDEs). We…
math.OC2023
Deep Policy Iteration for High-Dimensional Mean Field Games
Mouhcine Assouli, Badr Missaoui
This paper introduces Deep Policy Iteration (DPI), a novel approach that integrates the strengths of Neural Networks with the stability and convergence advantages of Policy Iterati…
math.PR2023
Szego Theorem for Operator Orthogonal Polynomials
Badr Missaoui, Nicholas H. Bingham
In this paper, we extend some classical results of the Szego theory of orthogonal polynomials on the unit circle to the infinite-dimensional case, and we establish the correspondin…