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math.OC2024★ 1 cited
Unified continuous-time q-learning for mean-field game and mean-field control problems
Xiaoli Wei, Xiang Yu, Fengyi Yuan
This paper studies the continuous-time q-learning in mean-field jump-diffusion models in a setting where the environment simulator does not provide direct access to the population…
math.OC2023★ 2 cited
Time-inconsistent mean-field stopping problems: A regularized equilibrium approach
Xiang Yu, Fengyi Yuan
This paper studies the mean-field Markov decision process (MDP) with the centralized stopping under the non-exponential discount. The problem differs fundamentally from most existi…