61 citations · 333 across the 51 of their papers we have counts for
3 papers · 2 filters
Reinforcement Learning for Intra-and-Inter-Bank Borrowing and Lending Mean Field Control Game
Andrea Angiuli, Nils Detering, Jean-Pierre Fouque +2
We propose a mean field control game model for the intra-and-inter-bank borrowing and lending problem. This framework allows to study the competitive game arising between groups of…
Reinforcement Learning Algorithm for Mixed Mean Field Control Games
Andrea Angiuli, Nils Detering, Jean-Pierre Fouque +2
We present a new combined \textit{mean field control game} (MFCG) problem which can be interpreted as a competitive game between collaborating groups and its solution as a Nash equ…
Machine Learning architectures for price formation models
Diogo Gomes, Julián Gutiérrez, Mathieu Laurière
Here, we study machine learning (ML) architectures to solve a mean-field games (MFGs) system arising in price formation models. We formulate a training process that relies on a min…