68 citations · 217 across the 38 of their papers we have counts for
42 papers
Hashpower allocation in Pay-per-Share blockchain mining pools
Pierre-Olivier Goffard, Hansjoerg Albrecher, Jean-Pierre Fouque
Mining blocks in a blockchain using the \textit{Proof-of-Work} consensus protocol involves significant risk, as network participants face continuous operational costs while earning…
Convergence of Actor-Critic Learning for Mean Field Games and Mean Field Control in Continuous Spaces
Jean-Pierre Fouque, Mathieu Laurière, Mengrui Zhang
We establish the convergence of the deep actor-critic reinforcement learning algorithm presented in [Angiuli et al., 2023a] in the setting of continuous state and action spaces wit…
Feynman Formula for Discrete-time Quantum Walks
Jean-Pierre Fouque, Tomoyuki Ichiba, Ka Lok Lam
We explicitly connect (discrete-time) quantum walks on Z with a four-state Markov additive process via a Feynman-type formula (2.5). Using this representation, we derive a relation…
Catalan Numbers, Riccati Equations and Convergence
Yicheng Feng, Jean-Pierre Fouque, Tomoyuki Ichiba
We analyze both finite and infinite systems of Riccati equations derived from stochastic differential games on infinite networks. We discuss a connection to the Catalan numbers and…
Analysis of Multiscale Reinforcement Q-Learning Algorithms for Mean Field Control Games
Andrea Angiuli, Jean-Pierre Fouque, Mathieu Laurière +1
Mean Field Control Games (MFCG), introduced in [Angiuli et al., 2022a], represent competitive games between a large number of large collaborative groups of agents in the infinite l…
Convergence of Multi-Scale Reinforcement Q-Learning Algorithms for Mean Field Game and Control Problems
Andrea Angiuli, Jean-Pierre Fouque, Mathieu Laurière +1
We establish the convergence of the unified two-timescale Reinforcement Learning (RL) algorithm presented in a previous work by Angiuli et al. This algorithm provides solutions to…