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math.OC2026
A stochastic mirror descent algorithm for mean-field control problems
Noufel Frikha, Aymen Haouas
We develop a stochastic mirror descent method for continuous-time McKean-Vlasov control with measure-valued controls and general Bregman regularisation. The dependence on the state…
math.OC2024
Full error analysis of policy gradient learning algorithms for exploratory linear quadratic mean-field control problem in continuous time with common noise
Noufel Frikha, Huyên Pham, Xuanye Song
We consider reinforcement learning (RL) methods for finding optimal policies in linear quadratic (LQ) mean field control (MFC) problems over an infinite horizon in continuous time,…