4 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…
Deep Reinforcement Learning for Infinite Horizon Mean Field Problems in Continuous Spaces
Andrea Angiuli, Jean-Pierre Fouque, Ruimeng Hu +1
We present the development and analysis of a reinforcement learning (RL) algorithm designed to solve continuous-space mean field game (MFG) and mean field control (MFC) problems in…