3 citations · 9 across the 5 of their papers we have counts for
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math.OC2024
A Deep Learning Method for Optimal Investment Under Relative Performance Criteria Among Heterogeneous Agents
Mathieu Laurière, Ludovic Tangpi, Xuchen Zhou
Graphon games have been introduced to study games with many players who interact through a weighted graph of interaction. By passing to the limit, a game with a continuum of player…
cs.GT2024★ 1 cited
Population-aware Online Mirror Descent for Mean-Field Games by Deep Reinforcement Learning
Zida Wu, Mathieu Lauriere, Samuel Jia Cong Chua +3
Mean Field Games (MFGs) have the ability to handle large-scale multi-agent systems, but learning Nash equilibria in MFGs remains a challenging task. In this paper, we propose a dee…