Angiuli, Andrea
- Unified Reinforcement Q-Learning for Mean Field Game and Control Problems
2020/06/24 by Andrea Angiuli, Angiuli, Andrea, Jean‐Pierre Fouque +3 · 6 citations
Computer Science · #Adaptive Dynamic Programming Control #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Multiagent Systems (cs.MA) #Optimization and Control (math.OC)
- Reinforcement Learning for Mean Field Games, with Applications to Economics
2021/06/25 by Angiuli, Andrea, Fouque, Jean-Pierre, Lauriere, Mathieu · 2 citations
#FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC)
- Reinforcement Learning Algorithm for Mixed Mean Field Control Games
2022/05/04 by Andrea Angiuli, Nils Detering, Angiuli, Andrea +7 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · #68Q32 #91A16 #Auction Theory and Applications #Economic theories and models #FOS: Mathematics #Game Theory and Applications #Optimization and Control (math.OC)
- Numerical Probabilistic Approach to MFG
2018/05/07 by Andrea Angiuli, Angiuli, Andrea, Christy V. Graves +9 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Engineering · Social Sciences · #FOS: Mathematics #Forecasting Techniques and Applications #Insurance, Mortality, Demography, Risk Management #Probability (math.PR) #Spacecraft Design and Technology #Stochastic processes and financial applications
- Reinforcement Learning for Intra-and-Inter-Bank Borrowing and Lending Mean Field Control Game
2022/07/07 by Angiuli, Andrea, Detering, Nils, Fouque, Jean-Pierre +2 · 2 citations
#FOS: Mathematics #Optimization and Control (math.OC)