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

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

9 July 2021

Mathieu Laurière

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

13 / 13 papers shown

Title
Deep Learning Algorithms for Mean Field Optimal Stopping in Finite Space and Discrete Time Lorenzo Magnino Yuchen Zhu Mathieu Laurière AI4CE 31 1 0 11 Oct 2024
Convergence of the Deep Galerkin Method for Mean Field Control Problems William Hofgard Jingruo Sun Asaf Cohen AI4CE 37 3 0 22 May 2024
Convergence analysis of controlled particle systems arising in deep learning: from finite to infinite sample size Huafu Liao Alpár R. Mészáros Chenchen Mou Chao Zhou 28 2 0 08 Apr 2024
A Deep Learning Method for Optimal Investment Under Relative Performance Criteria Among Heterogeneous Agents Mathieu Laurière Ludovic Tangpi Xuchen Zhou 32 1 0 12 Feb 2024
Deep Reinforcement Learning for Infinite Horizon Mean Field Problems in Continuous Spaces Andrea Angiuli J. Fouque Ruimeng Hu Alan Raydan 37 5 0 19 Sep 2023
On Imitation in Mean-field Games Giorgia Ramponi Pavel Kolev Olivier Pietquin Niao He Mathieu Laurière M. Geist AI4CE 37 0 0 26 Jun 2023
Networked Communication for Decentralised Agents in Mean-Field Games Patrick Benjamin Alessandro Abate FedML 49 2 0 05 Jun 2023
Deep Learning for Mean Field Optimal Transport Sebastian Baudelet Brieuc Frénais Mathieu Laurière Amal Machtalay Yuchen Zhu OT 28 2 0 28 Feb 2023
Deep Learning for Mean Field Games with non-separable Hamiltonians Mouhcine Assouli B. Missaoui 22 5 0 07 Jan 2023
Learning Correlated Equilibria in Mean-Field Games Paul Muller Romuald Elie Mark Rowland Mathieu Lauriere Julien Perolat Sarah Perrin M. Geist Georgios Piliouras Olivier Pietquin K. Tuyls 21 6 0 22 Aug 2022
Scalable Deep Reinforcement Learning Algorithms for Mean Field Games Mathieu Laurière Sarah Perrin Sertan Girgin Paul Muller Ayush Jain ... Georgios Piliouras Julien Pérolat Romuald Élie Olivier Pietquin M. Geist 34 42 0 22 Mar 2022
Continuous-time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations Ziheng Wang Justin A. Sirignano 33 2 0 14 Feb 2022
Reinforcement Learning with Dynamic Convex Risk Measures Anthony Coache S. Jaimungal 34 27 0 26 Dec 2021