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Generalization in Mean Field Games by Learning Master Policies


Sep 20, 2021
Sarah Perrin, Mathieu Lauri√®re, Julien P√©rolat, Romuald √Člie, Matthieu Geist, Olivier Pietquin


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Concave Utility Reinforcement Learning: the Mean-field Game viewpoint


Jun 09, 2021
Matthieu Geist, Julien Pérolat, Mathieu Laurière, Romuald Elie, Sarah Perrin, Olivier Bachem, Rémi Munos, Olivier Pietquin


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Mean Field Games Flock! The Reinforcement Learning Way


May 17, 2021
Sarah Perrin, Mathieu Lauri√®re, Julien P√©rolat, Matthieu Geist, Romuald √Člie, Olivier Pietquin


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Scaling up Mean Field Games with Online Mirror Descent


Feb 28, 2021
Julien Perolat, Sarah Perrin, Romuald Elie, Mathieu Laurière, Georgios Piliouras, Matthieu Geist, Karl Tuyls, Olivier Pietquin


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Fictitious Play for Mean Field Games: Continuous Time Analysis and Applications


Jul 05, 2020
Sarah Perrin, Julien Perolat, Mathieu Laurière, Matthieu Geist, Romuald Elie, Olivier Pietquin


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Machine Learning Optimization Algorithms & Portfolio Allocation


Sep 23, 2019
Sarah Perrin, Thierry Roncalli

* 66 pages, 6 figures 

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