Mathieu Laurière
- Mean Field Games and Applications: Numerical Aspects
2020/03/09 by Yves Achdou, Mathieu Laurière, Achdou, Yves +1 · 10 citations
Physics and Astronomy · Economics, Econometrics and Finance · #stochastic dynamics and bifurcation #Opinion Dynamics and Social Influence #Stochastic processes and financial applications
- Learning in Mean Field Games: A Survey
2022/05/25 by Mathieu Laurière, Laurière, Mathieu, Sarah Perrin +13 · 1 voice · 7 citations
Economics, Econometrics and Finance · #Sports Analytics and Performance #cs.AI #cs.GT #cs.LG #math.OC
- Stochastic Graphon Games: II. The Linear-Quadratic Case
2021/05/26 by Alexander Aurell, René Carmona, Aurell, Alexander +3 · 8 citations
Economics, Econometrics and Finance · #Stochastic processes and financial applications #Game Theory and Voting Systems #Economic theories and models
- Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games: II -- The Finite Horizon Case
2019/08/05 by René Carmona, Carmona, René, Mathieu Laurière +1 · 5 citations
Economics, Econometrics and Finance · Mathematics · Engineering · #Stochastic processes and financial applications #Gas Dynamics and Kinetic Theory #Fluid Dynamics and Turbulent Flows
- Fictitious Play for Mean Field Games: Continuous Time Analysis and\n Applications
2020/07/05 by Sarah Perrin, Perrin, Sarah, Julien Pérolat +9 · 6 citations
Decision Sciences · Computer Science · #Advanced Bandit Algorithms Research #Game Theory and Applications #Reinforcement Learning in Robotics
- Optimal incentives to mitigate epidemics: a Stackelberg mean field game approach
2020/11/05 by Alexander Aurell, René Carmona, Aurell, Alexander +5 · 5 citations
Mathematics · Medicine · Psychology · #COVID-19 epidemiological studies #Mathematical and Theoretical Epidemiology and Ecology Models #Mental Health Research Topics
- Unified Reinforcement Q-Learning for Mean Field Game and Control Problems
2020/06/24 by Andrea Angiuli, Jean‐Pierre Fouque, Angiuli, Andrea +3 · 5 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)
- Stochastic Graphon Games: I. The Static Case
2022/02/01 by René Carmona, Daniel B. Cooney, Christy V. Graves +1 · 5 citations
- Recent Developments in Machine Learning Methods for Stochastic Control and Games
2023/03/17 by Ruimeng Hu, Mathieu Laurière, Hu, Ruimeng +1 · 7 citations
Decision Sciences · #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC) #Simulation Techniques and Applications
- Mean Field Control and Mean Field Game Models with Several Populations
2018/10/01 by Alain Bensoussan, Tao Huang, Bensoussan, Alain +3 · 4 citations
Economics, Econometrics and Finance · #Stochastic processes and financial applications
- Scalable Deep Reinforcement Learning Algorithms for Mean Field Games
2022/03/22 by Mathieu Laurière, Laurière, Mathieu, Sarah Perrin +19 · 5 citations
Decision Sciences · Economics, Econometrics and Finance · #FOS: Computer and information sciences #FOS: Mathematics #Game Theory and Applications #Innovation Diffusion and Forecasting #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Sports Analytics and Performance
- Linear-Quadratic Mean-Field Reinforcement Learning: Convergence of Policy Gradient Methods
2019/10/09 by René Carmona, Carmona, René, Mathieu Laurière +3 · 7 citations
Computer Science · Decision Sciences · #Reinforcement Learning in Robotics #Advanced Bandit Algorithms Research #Age of Information Optimization
- Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games: II—the finite horizon case
2022/12/01 by René Carmona, Mathieu Laurière · 3 citations
- A Class of Finite-Dimensional Numerically Solvable McKean-Vlasov Control Problems
2018/02/27 by Alessandro Balata, Balata, Alessandro, Côme Huré +7 · 2 citations
Economics, Econometrics and Finance · #Market Dynamics and Volatility #Stochastic processes and financial applications #Monetary Policy and Economic Impact
- On Imitation in Mean-field Games
2023/06/26 by Giorgia Ramponi, Ramponi, Giorgia, Pavel Kolev +9 · 3 citations
Computer Science · Social Sciences · #Reinforcement Learning in Robotics #Experimental Behavioral Economics Studies
- On the implementation of a primal-dual algorithm for second order\n time-dependent mean field games with local couplings
2018/02/21 by Luis M. Briceño-Arias, Briceño-Arias, Luis, Dante Kalise +9 · 2 citations
Mathematics · Medicine · #FOS: Mathematics #MRI in cancer diagnosis #Numerical Analysis (math.NA) #Numerical methods in inverse problems #Optimization and Control (math.OC)
- Reinforcement Learning Algorithm for Mixed Mean Field Control Games
2022/05/04 by Andrea Angiuli, Angiuli, Andrea, Nils Detering +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)
- Actor-Critic learning for mean-field control in continuous time
2023/03/13 by Noufel Frikha, Maximilien Germain, Frikha, Noufel +7 · 2 citations
Computer Science · #Adaptive Dynamic Programming Control #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Reinforcement Learning in Robotics
- Convergence Analysis of Machine Learning Algorithms for the Numerical\n Solution of Mean Field Control and Games: I -- The Ergodic Case
2019/07/12 by René Carmona, Mathieu Laurière, Carmona, René +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Gas Dynamics and Kinetic Theory #Machine Learning (cs.LG) #Markov Chains and Monte Carlo Methods #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Stochastic processes and financial applications
- Learning Discrete-Time Major-Minor Mean Field Games
2023/12/17 by Kai Cui, Cui, Kai, Gökçe Dayanıklı +9 · 3 citations
Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #Computer Science and Game Theory (cs.GT) #Experimental Behavioral Economics Studies #FOS: Computer and information sciences #FOS: Mathematics #Game Theory and Applications #Machine Learning (cs.LG) #Multiagent Systems (cs.MA) #Optimization and Control (math.OC) #Sports Analytics and Performance
- Large Banking Systems with Default and Recovery: A Mean Field Game Model
2020/01/28 by Romuald Élie, Tomoyuki Ichiba, Élie, Romuald +3 · 1 citation
Economics, Econometrics and Finance · Physics and Astronomy · #Complex Systems and Time Series Analysis #Advanced Thermodynamics and Statistical Mechanics #Stochastic processes and financial applications
- Connecting GANs, MFGs, and OT
2020/02/10 by Haoyang Cao, Xin Guo, Cao, Haoyang +3 · 1 citation
Computer Science · #Artificial Intelligence in Games #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #Machine Learning (cs.LG) #Multimodal Machine Learning Applications #Reinforcement Learning in Robotics
- Learning Correlated Equilibria in Mean-Field Games
2022/08/22 by Paul Müller, Muller, Paul, Romuald Élie +17 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #Computer Science and Game Theory (cs.GT) #Economic theories and models #FOS: Computer and information sciences #Game Theory and Applications #Machine Learning (stat.ML)
- Mean Field Games Flock! The Reinforcement Learning Way
2021/05/17 by Sarah Perrin, Perrin, Sarah, Mathieu Laurière +8 · 1 citation
Computer Science · #Reinforcement Learning in Robotics #Distributed Control Multi-Agent Systems #Metaheuristic Optimization Algorithms Research
- Linear-Quadratic Zero-Sum Mean-Field Type Games: Optimality Conditions\n and Policy Optimization
2020/09/01 by René Carmona, Kenza Hamidouche, Carmona, René +5 · 2 citations
Economics, Econometrics and Finance · #Climate Change Policy and Economics #Computer Science and Game Theory (cs.GT) #Economic Policies and Impacts #Economic theories and models #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC)
- Probabilistic Analysis of Graphon Mean Field Control
2025/05/26 by Zhongyuan Cao, Mathieu Laurière, Cao, Zhongyuan +1 · 3 citations
Materials Science · #Graphene research and applications
- Generalization in Mean Field Games by Learning Master Policies
2021/09/20 by Sarah Perrin, Perrin, Sarah, Mathieu Laurière +8 · 1 citation
Computer Science · Decision Sciences · #Advanced Bandit Algorithms Research #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #FOS: Mathematics #Game Theory and Applications #Machine Learning (cs.LG) #Multiagent Systems (cs.MA) #Optimization and Control (math.OC) #Reinforcement Learning in Robotics
- Deep Learning for Mean Field Games and Mean Field Control with Applications to Finance
2021/07/09 by René Carmona, Carmona, René, Mathieu Laurière +1 · 1 citation
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Machine Learning (cs.LG) #Optimization and Control (math.OC) #Stochastic processes and financial applications
- How can the tragedy of the commons be prevented?: Introducing Linear Quadratic Mixed Mean Field Games
2024/09/12 by Gökçe Dayanıklı, Dayanikli, Gokce, Mathieu Laurière +1 · 1 citation
Economics, Econometrics and Finance · #Economic Theory and Institutions #Economic theories and models
- Robust Cooperative Multi-Agent Reinforcement Learning:A Mean-Field Type Game Perspective
2024/06/20 by Muhammad Aneeq uz Zaman, Zaman, Muhammad Aneeq uz, Mathieu Laurière +5 · 2 citations
Business, Management and Accounting · #FOS: Computer and information sciences #FOS: Electrical engineering #Multiagent Systems (cs.MA) #Supply Chain and Inventory Management #Systems and Control (eess.SY) #electronic engineering #information engineering
- Cooperation, Competition, and Common Pool Resources in Mean Field Games
2025/04/12 by Gökçe Dayanıklı, Mathieu Laurière, Dayanikli, Gokce +1 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #FOS: Mathematics #Game Theory and Applications #Game Theory and Voting Systems #Optimization and Control (math.OC) #Sports Analytics and Performance