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06/26/2023
On Imitation in Mean-field Games
We explore the problem of imitation learning (IL) in the context of mean...
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04/01/2023
The communication complexity of functions with large outputs
We study the two-party communication complexity of functions with large ...
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03/17/2023
Recent Developments in Machine Learning Methods for Stochastic Control and Games
Stochastic optimal control and games have found a wide range of applicat...
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03/13/2023
Actor-Critic learning for mean-field control in continuous time
We study policy gradient for mean-field control in continuous time in a ...
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02/28/2023
Deep Learning for Mean Field Optimal Transport
Mean field control (MFC) problems have been introduced to study social o...
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08/22/2022
Learning Correlated Equilibria in Mean-Field Games
The designs of many large-scale systems today, from traffic routing envi...
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05/25/2022
Learning Mean Field Games: A Survey
Non-cooperative and cooperative games with a very large number of player...
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11/16/2021
Learning Equilibria in Mean-Field Games: Introducing Mean-Field PSRO
Recent advances in multiagent learning have seen the introduction ofa fa...
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10/22/2021
Solving N-player dynamic routing games with congestion: a mean field approach
The recent emergence of navigational tools has changed traffic patterns ...
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10/06/2021
Policy iteration method for time-dependent Mean Field Games systems with non-separable Hamiltonians
We introduce two algorithms based on a policy iteration method to numeri...
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09/20/2021
Generalization in Mean Field Games by Learning Master Policies
Mean Field Games (MFGs) can potentially scale multi-agent systems to ext...
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09/14/2021
Performance of a Markovian neural network versus dynamic programming on a fishing control problem
Fishing quotas are unpleasant but efficient to control the productivity ...
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07/09/2021
Deep Learning for Mean Field Games and Mean Field Control with Applications to Finance
Financial markets and more generally macro-economic models involve a lar...
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06/25/2021
Reinforcement Learning for Mean Field Games, with Applications to Economics
Mean field games (MFG) and mean field control problems (MFC) are framewo...
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06/11/2021
Numerical Methods for Mean Field Games and Mean Field Type Control
Mean Field Games (MFG) have been introduced to tackle games with a large...
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06/07/2021
Concave Utility Reinforcement Learning: the Mean-field Game viewpoint
Concave Utility Reinforcement Learning (CURL) extends RL from linear to ...
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05/17/2021
Mean Field Games Flock! The Reinforcement Learning Way
We present a method enabling a large number of agents to learn how to fl...
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02/28/2021
Scaling up Mean Field Games with Online Mirror Descent
We address scaling up equilibrium computation in Mean Field Games (MFGs)...
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09/02/2020
Policy Optimization for Linear-Quadratic Zero-Sum Mean-Field Type Games
In this paper, zero-sum mean-field type games (ZSMFTG) with linear dynam...
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09/01/2020
Linear-Quadratic Zero-Sum Mean-Field Type Games: Optimality Conditions and Policy Optimization
In this paper, zero-sum mean-field type games (ZSMFTG) with linear dynam...
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07/05/2020
Fictitious Play for Mean Field Games: Continuous Time Analysis and Applications
In this paper, we deepen the analysis of continuous time Fictitious Play...
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06/24/2020
Unified Reinforcement Q-Learning for Mean Field Game and Control Problems
We present a Reinforcement Learning (RL) algorithm to solve infinite hor...
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06/17/2020
Learning a functional control for high-frequency finance
We use a deep neural network to generate controllers for optimal trading...
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03/09/2020
Mean Field Games and Applications: Numerical Aspects
The theory of mean field games aims at studying deterministic or stochas...
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02/10/2020
Connecting GANs and MFGs
Generative Adversarial Networks (GANs), introduced in 2014 [12], have ce...
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10/28/2019
Model-Free Mean-Field Reinforcement Learning: Mean-Field MDP and Mean-Field Q-Learning
We develop a general reinforcement learning framework for mean field con...
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10/09/2019
Linear-Quadratic Mean-Field Reinforcement Learning: Convergence of Policy Gradient Methods
We investigate reinforcement learning for mean field control problems in...
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08/05/2019
Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games: II -- The Finite Horizon Case
We propose two numerical methods for the optimal control of McKean-Vlaso...
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07/13/2019
Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games: I -- The Ergodic Case
We propose two algorithms for the solution of the optimal control of erg...
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07/04/2019