Actor-Critic learning for mean-field control in continuous time

Actor-Critic learning for mean-field control in continuous time

13 March 2023

Maximilien Germain

Mathieu Laurière

Papers citing "Actor-Critic learning for mean-field control in continuous time"

7 / 7 papers shown

Title
Modelling Mean-Field Games with Neural Ordinary Differential Equations Anna C. M. Thöni Yoram Bachrach Tal Kachman 74 0 0 17 Apr 2025
Mean-field neural networks-based algorithms for McKean-Vlasov control problems * Huyen Pham X. Warin 56 9 0 22 Dec 2022
Unified Reinforcement Q-Learning for Mean Field Game and Control Problems Andrea Angiuli J. Fouque Mathieu Laurière 67 73 0 24 Jun 2020
Model-Free Mean-Field Reinforcement Learning: Mean-Field MDP and Mean-Field Q-Learning René Carmona Mathieu Laurière Zongjun Tan OffRL 60 98 0 28 Oct 2019
Linear-Quadratic Mean-Field Reinforcement Learning: Convergence of Policy Gradient Methods René Carmona Mathieu Laurière Zongjun Tan 72 63 0 09 Oct 2019
Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games: II -- The Finite Horizon Case René Carmona Mathieu Laurière 44 99 0 05 Aug 2019
On the Convergence of Model Free Learning in Mean Field Games Romuald Elie Julien Pérolat Mathieu Laurière Matthieu Geist Olivier Pietquin 62 91 0 04 Jul 2019