68 citations · 217 across the 38 of their papers we have counts for
3 papers · 1 filter
Linear-Quadratic Stochastic Differential Games on Random Directed Networks
Yichen Feng, Jean-Pierre Fouque, Tomoyuki Ichiba
The study of linear-quadratic stochastic differential games on directed networks was initiated in Feng, Fouque \& Ichiba \cite{fengFouqueIchiba2020linearquadratic}. In that work, t…
Unified Reinforcement Q-Learning for Mean Field Game and Control Problems
Andrea Angiuli, Jean-Pierre Fouque, Mathieu Laurière
We present a Reinforcement Learning (RL) algorithm to solve infinite horizon asymptotic Mean Field Game (MFG) and Mean Field Control (MFC) problems. Our approach can be described a…
Linear-Quadratic Stochastic Differential Games on Directed Chain Networks
Yichen Feng, Jean-Pierre Fouque, Tomoyuki Ichiba
We study linear-quadratic stochastic differential games on directed chains inspired by the directed chain stochastic differential equations introduced by Detering, Fouque, and Ichi…