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Mean field games (MFG) and mean field control problems (MFC) are frameworks to study Nash equilibria or social optima in games with a continuum of agents.
Schauder estimates for a class of potential mean field games of controls
Bonnans, F. J., Hadikhanloo, S., and Pfeiffer, L. (2019) · 1902
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On classical solutions to the mean field game system of controls
Kobeissi, Z. (2019) · 1904
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Mckean-vlasov optimal control: the dynamic programming principle
Djete, M. F., Possamaï, D., and Tan, X. (2019) · 1907
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A class of markov processes associated with nonlinear parabolic equations
McKean Jr, H. P. (1966) · 1907
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Carmona, R. and Laurière, M. (2019) · 1908
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Numerical resolution of mckean-vlasov fbsdes using neural networks
Germain, M., Mikael, J., and Warin, X. (2019) · 1909
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Actor-critic provably finds nash equilibria of linear-quadratic mean-field games
Fu, Z., Yang, Z., Chen, Y., and Wang, Z. (2019) · 1910
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Dynamic programming principles for learning mfcs
Gu, H., Guo, X., Wei, X., and Xu, R. (2019) · 1911
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Mean-field markov decision processes with common noise and open-loop controls
Motte, M. and Pham, H. (2019) · 1912
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Learning from delayed rewards
Watkins, C. J. C. H. (1989) · 1989
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Stochastic approximation with two time scales
Borkar, V. S. (1997) · 1997
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The actor-critic algorithm as multi-time-scale stochastic approximation
Borkar, V. S. and Konda, V. R. (1997) · 1997
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Cao, H., Guo, X., and Laurière, M. (2020) · 2002
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Q-learning for mean-field controls
Gu, H., Guo, X., Wei, X., and Xu, R. (2020) · 2002
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Lin, A. T., Fung, S. W., Li, W., Nurbekyan, L., and Osher, S. J. (2020) · 2002
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Q-learning in regularized mean-field games
Anahtarci, B., Kariksiz, C. D., and Saldi, N. (2020) · 2003
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Reinforcement learning in economics and finance
Charpentier, A., Elie, R., and Remlinger, C. (2020) · 2003
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Learning rates for q-learning
Even-Dar, E. and Mansour, Y. (2003) · 2003
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Convergence of large population games to mean field games with interaction through the controls
Laurière, M. and Tangpi, L. (2020) · 2004
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Unified reinforcement q-learning for mean field game and control problems
Angiuli, A., Fouque, J.-P., and Laurière, M. (2020) · 2006
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Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
Huang, M., Malhamé, R. P., and Caines, P. E. (2006) · 2006
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Mean field games
Lasry, J.-M. and Lions, P.-L. (2007) · 2007
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Stochastic approximation
Borkar, V. S. (2008) · 2008
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Wang, W., Han, J., Yang, Z., and Wang, Z. (2020) · 2008
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Provable fictitious play for general mean-field games
Xie, Q., Yang, Z., Wang, Z., and Minca, A. (2020) · 2010
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Applications of mean field games to economic theory
Carmona, R. (2020) · 2012
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Mean field games and mean field type control theory
Bensoussan, A., Frehse, J., Yam, P., et al. (2013) · 2013
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Existence and uniqueness of solutions for Bertrand and Cournot mean field games
Graber, P. J. and Bensoussan, A. (2018) · 2018
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Decentralised learning in systems with many, many strategic agents
Mguni, D., Jennings, J., and de Cote, E. M. (2018) · 2018
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Reinforcement learning: An introduction
Sutton, R. S. and Barto, A. G. (2018) · 2018
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An extended mean field game for storage in smart grids
Alasseur, C., Ben Tahar, I., and Matoussi, A. (2019) · 2019
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Some remarks on mean field games
Bertucci, C., Lasry, J.-M., and Lions, P.-L. (2019) · 2019
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Learning mean-field games
Guo, X., Hu, A., Xu, R., and Zhang, J. (2019) · 2019
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A mean field capital accumulation game with HARA utility
Huang, M. (2013) · 2013
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On the existence of classical solutions for stationary extended mean field games
Gomes, D. A., Patrizi, S., and Voskanyan, V. (2014) · 2014
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Mean field games models—a brief survey
Gomes, D. A. and Saúde, J. a. (2014) · 2014
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Adam: A method for stochastic optimization
Kingma, D. P. and Ba, J. (2014) · 2014
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Dynamic programming for mean-field type control
Laurière, M. and Pironneau, O. (2014) · 2014
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A probabilistic weak formulation of mean field games and applications
Carmona, R. and Lacker, D. (2015) · 2015
Cited alongside, same era.
Bertrand and Cournot mean field games
Chan, P. and Sircar, R. (2015) · 2015
Cited alongside, same era.
Finite mean field games: fictitious play and convergence to a first order continuous mean field game
Hadikhanloo, S. and Silva, F. J. (2019) · 2019
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Reinforcement learning in stationary mean-field games
Subramanian, J. and Mahajan, A. (2019) · 2019
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Mean field games and applications: Numerical aspects
Achdou, Y. and Laurière, M. (2020) · 2020
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On the convergence of model free learning in mean field games
Elie, R., Perolat, J., Laurière, M., Geist, M., and Pietquin, O. (2020) · 2020
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Deep learning methods for mean field control problems with delay
Fouque, J.-P. and Zhang, Z. (2020) · 2020
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On numerical methods for mean field games and mean field type control
Laurière, M. (2020) · 2020
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Model-free reinforcement learning for non-stationary mean field games
Mishra, R. K., Vasal, D., and Vishwanath, S. (2020) · 2020
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Fictitious Play for Mean Field Games: Continuous Time Analysis and Applications
Perrin, S., Pérolat, J., Laurière, M., Geist, M., Elie, R., and Pietquin, O. (2020) · 2020
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A machine learning framework for solving high-dimensional mean field game and mean field control problems
Ruthotto, L., Osher, S. J., Li, W., Nurbekyan, L., and Fung, S. W. (2020) · 2020
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Deep reinforcement learning for mean field games and mean field control problems in continuous spaces
Angiuli, A. and Hu, R. (2021) · 2021
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Deep learning for Mean Field Games, with applications to finance
Carmona, R., , and Laurière, M. (2021) · 2021
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Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games i: The ergodic case
Carmona, R. and Laurière, M. (2021) · 2021
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Signatured deep fictitious play for mean field games with common noise
Min, M. and Hu, R. (2021) · 2021
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Scaling up Mean Field Games with Online Mirror Descent
Pérolat, J., Perrin, S., Elie, R., Laurière, M., Piliouras, G., Geist, M., Tuyls, K., and Pietquin, O. (2021) · 2021
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Mean field games flock! the reinforcement learning way
Perrin, S., Laurière, M., Pérolat, J., Geist, M., Élie, R., and Pietquin, O. (2021) · 2021
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