activity
20162020
most citedLarge Banking Systems with Default and Recovery: A Mean Field Game Model

10 citations · 20 across the 6 of their papers we have counts for

collaborators

6 papers

math.OC20201 cited

Policy Optimization for Linear-Quadratic Zero-Sum Mean-Field Type Games

René Carmona, Kenza Hamidouche, Mathieu Laurière +1

In this paper, zero-sum mean-field type games (ZSMFTG) with linear dynamics and quadratic utility are studied under infinite-horizon discounted utility function. ZSMFTG are a class…

math.OC2020

Linear-Quadratic Zero-Sum Mean-Field Type Games: Optimality Conditions and Policy Optimization

René Carmona, Kenza Hamidouche, Mathieu Laurière +1

In this paper, zero-sum mean-field type games (ZSMFTG) with linear dynamics and quadratic cost are studied under infinite-horizon discounted utility function. ZSMFTG are a class of…

math.OC202010 cited

Large Banking Systems with Default and Recovery: A Mean Field Game Model

Romuald Élie, Tomoyuki Ichiba, Mathieu Laurière

We consider a mean-field model for large banking systems, which takes into account default and recovery of the institutions. Building on models used for groups of interacting neuro…

math.PR20195 cited

Backward propagation of chaos

Mathieu Laurière, Ludovic Tangpi

This paper develops a theory of propagation of chaos for a system of weakly interacting particles whose terminal configuration is fixed as opposed to the initial configuration as c…

quant-ph20173 cited

The Flow of Information in Interactive Quantum Protocols: the Cost of Forgetting

Mathieu Lauriere, Dave Touchette

In the context of two-party interactive quantum communication protocols, we study a recently defined notion of quantum information cost (QIC), which possesses most of the important…

quant-ph20161 cited

Extended Learning Graphs for Triangle Finding

Titouan Carette, Mathieu Laurière, Frédéric Magniez

We present new quantum algorithms for Triangle Finding improving its best previously known quantum query complexities for both dense and spare instances.For dense graphs on ver…