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René Carmona

Deep Learning for Mean Field Games and Mean Field Control with Applications to Finance

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Jul 09, 2021
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Policy Optimization for Linear-Quadratic Zero-Sum Mean-Field Type Games

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Sep 02, 2020
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Linear-Quadratic Zero-Sum Mean-Field Type Games: Optimality Conditions and Policy Optimization

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Sep 01, 2020
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Model-Free Mean-Field Reinforcement Learning: Mean-Field MDP and Mean-Field Q-Learning

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Oct 28, 2019
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Linear-Quadratic Mean-Field Reinforcement Learning: Convergence of Policy Gradient Methods

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Oct 09, 2019
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Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games: II -- The Finite Horizon Case

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Aug 05, 2019
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Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games: I -- The Ergodic Case

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Jul 13, 2019
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