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Deep Reinforcement Learning for Infinite Horizon Mean Field Problems in Continuous Spaces
v1v2v3 (latest)

Deep Reinforcement Learning for Infinite Horizon Mean Field Problems in Continuous Spaces

19 September 2023
Andrea Angiuli
J. Fouque
Ruimeng Hu
Alan Raydan
ArXiv (abs)PDFHTML

Papers citing "Deep Reinforcement Learning for Infinite Horizon Mean Field Problems in Continuous Spaces"

18 / 18 papers shown
Title
Reinforcement learning
Reinforcement learning
Florentin Wörgötter
86
2,529
0
16 May 2024
Actor-Critic learning for mean-field control in continuous time
Actor-Critic learning for mean-field control in continuous time
N. Frikha
Maximilien Germain
Mathieu Laurière
H. Pham
Xuan Song
70
17
0
13 Mar 2023
Global Convergence of Two-timescale Actor-Critic for Solving Linear
  Quadratic Regulator
Global Convergence of Two-timescale Actor-Critic for Solving Linear Quadratic Regulator
Xu-yang Chen
Jingliang Duan
Yingbin Liang
Lin Zhao
58
8
0
18 Aug 2022
q-Learning in Continuous Time
q-Learning in Continuous Time
Yanwei Jia
X. Zhou
OffRL
119
77
0
02 Jul 2022
Scalable Deep Reinforcement Learning Algorithms for Mean Field Games
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
Matthieu Geist
89
44
0
22 Mar 2022
Policy Gradient and Actor-Critic Learning in Continuous Time and Space:
  Theory and Algorithms
Policy Gradient and Actor-Critic Learning in Continuous Time and Space: Theory and Algorithms
Yanwei Jia
X. Zhou
OffRL
117
85
0
22 Nov 2021
Policy Evaluation and Temporal-Difference Learning in Continuous Time
  and Space: A Martingale Approach
Policy Evaluation and Temporal-Difference Learning in Continuous Time and Space: A Martingale Approach
Yanwei Jia
X. Zhou
OffRL
66
67
0
15 Aug 2021
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
René Carmona
Mathieu Laurière
AI4CE
74
28
0
09 Jul 2021
Reinforcement Learning for Mean Field Games, with Applications to
  Economics
Reinforcement Learning for Mean Field Games, with Applications to Economics
Andrea Angiuli
J. Fouque
Mathieu Lauriere
77
27
0
25 Jun 2021
Mean Field Games Flock! The Reinforcement Learning Way
Mean Field Games Flock! The Reinforcement Learning Way
Sarah Perrin
Mathieu Laurière
Julien Pérolat
Matthieu Geist
Romuald Élie
Olivier Pietquin
AI4CE
68
47
0
17 May 2021
Approximately Solving Mean Field Games via Entropy-Regularized Deep
  Reinforcement Learning
Approximately Solving Mean Field Games via Entropy-Regularized Deep Reinforcement Learning
Kai Cui
Heinz Koeppl
126
94
0
02 Feb 2021
Entropy Regularization for Mean Field Games with Learning
Entropy Regularization for Mean Field Games with Learning
Xin Guo
Renyuan Xu
T. Zariphopoulou
OOD
90
75
0
30 Sep 2020
Unified Reinforcement Q-Learning for Mean Field Game and Control
  Problems
Unified Reinforcement Q-Learning for Mean Field Game and Control Problems
Andrea Angiuli
J. Fouque
Mathieu Laurière
127
73
0
24 Jun 2020
Model-Free Mean-Field Reinforcement Learning: Mean-Field MDP and
  Mean-Field Q-Learning
Model-Free Mean-Field Reinforcement Learning: Mean-Field MDP and Mean-Field Q-Learning
René Carmona
Mathieu Laurière
Zongjun Tan
OffRL
79
98
0
28 Oct 2019
Generative Modeling by Estimating Gradients of the Data Distribution
Generative Modeling by Estimating Gradients of the Data Distribution
Yang Song
Stefano Ermon
SyDaDiffM
258
3,962
0
12 Jul 2019
Asynchronous Methods for Deep Reinforcement Learning
Asynchronous Methods for Deep Reinforcement Learning
Volodymyr Mnih
Adria Puigdomenech Badia
M. Berk Mirza
Alex Graves
Timothy Lillicrap
Tim Harley
David Silver
Koray Kavukcuoglu
210
8,882
0
04 Feb 2016
Variational Inference with Normalizing Flows
Variational Inference with Normalizing Flows
Danilo Jimenez Rezende
S. Mohamed
DRLBDL
322
4,198
0
21 May 2015
Adam: A Method for Stochastic Optimization
Adam: A Method for Stochastic Optimization
Diederik P. Kingma
Jimmy Ba
ODL
2.1K
150,433
0
22 Dec 2014
1