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Mathieu Laurière

LPSM

Reinforcement Learning for Finite Space Mean-Field Type Games

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Sep 25, 2024
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Global Solutions to Master Equations for Continuous Time Heterogeneous Agent Macroeconomic Models

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Jun 19, 2024
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Analysis of Multiscale Reinforcement Q-Learning Algorithms for Mean Field Control Games

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May 28, 2024
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Independent RL for Cooperative-Competitive Agents: A Mean-Field Perspective

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Mar 17, 2024
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Deep Backward and Galerkin Methods for the Finite State Master Equation

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Mar 08, 2024
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A Deep Learning Method for Optimal Investment Under Relative Performance Criteria Among Heterogeneous Agents

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Feb 12, 2024
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Learning Discrete-Time Major-Minor Mean Field Games

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Dec 17, 2023
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On Imitation in Mean-field Games

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Jun 26, 2023
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Recent Developments in Machine Learning Methods for Stochastic Control and Games

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Mar 17, 2023
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Actor-Critic learning for mean-field control in continuous time

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Mar 13, 2023
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