| Publication | Date of Publication | Type |
|---|
Nonstandard stochastic control with nonlinear Feynman-Kac costs
Illinois Journal of Mathematics | 2024-11-06 | Paper |
Recent developments in machine learning methods for stochastic control and games
Numerical Algebra, Control and Optimization | 2024-10-08 | Paper |
Connecting GANs, mean-field games, and optimal transport
SIAM Journal on Applied Mathematics | 2024-09-05 | Paper |
Model-free mean-field reinforcement learning: mean-field MDP and mean-field Q-learning
The Annals of Applied Probability | 2024-01-19 | Paper |
The communication complexity of functions with large outputs
Structural Information and Communication Complexity | 2024-01-11 | Paper |
Convergence of Multi-Scale Reinforcement Q-Learning Algorithms for Mean Field Game and Control Problems
| 2023-12-11 | Paper |
Non-standard Stochastic Control with Nonlinear Feynman-Kac Costs
| 2023-12-01 | Paper |
Numerical methods for mean field games and mean field type control
Proceedings of Symposia in Applied Mathematics | 2023-11-29 | Paper |
Multi-population Mean Field Games with Multiple Major Players: Application to Carbon Emission Regulations
| 2023-09-28 | Paper |
Machine learning architectures for price formation models
Applied Mathematics and Optimization | 2023-07-06 | Paper |
Deep Learning for Population-Dependent Controls in Mean Field Control Problems with Common Noise
| 2023-06-07 | Paper |
Machine Learning architectures for price formation models with common noise
| 2023-05-27 | Paper |
Performance of a Markovian neural network versus dynamic programming on a fishing control problem
Probability, Uncertainty and Quantitative Risk | 2023-04-26 | Paper |
A Machine Learning Method for Stackelberg Mean Field Games
| 2023-02-20 | Paper |
Policy iteration method for time-dependent mean field games systems with non-separable Hamiltonians
Applied Mathematics and Optimization | 2023-01-31 | Paper |
Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. II: The finite horizon case
The Annals of Applied Probability | 2022-12-20 | Paper |
Mean field models to regulate carbon emissions in electricity production
Dynamic Games and Applications | 2022-09-15 | Paper |
Stochastic graphon games. II: The linear-quadratic case
Applied Mathematics and Optimization | 2022-09-12 | Paper |
Risk, Optimization and Meanfield Type Control
Computational Methods in Applied Sciences | 2022-09-01 | Paper |
Reinforcement Learning for Intra-and-Inter-Bank Borrowing and Lending Mean Field Control Game
| 2022-07-07 | Paper |
Unified reinforcement Q-learning for mean field game and control problems
MCSS. Mathematics of Control, Signals, and Systems | 2022-07-05 | Paper |
Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls
SIAM Journal on Mathematical Analysis | 2022-06-23 | Paper |
DeepSets and their derivative networks for solving symmetric PDEs
Journal of Scientific Computing | 2022-06-21 | Paper |
Backward propagation of chaos
Electronic Journal of Probability | 2022-06-13 | Paper |
Stochastic graphon games. I: The static case
Mathematics of Operations Research | 2022-05-17 | Paper |
Reinforcement Learning Algorithm for Mixed Mean Field Control Games
| 2022-05-04 | Paper |
Optimal incentives to mitigate epidemics: a Stackelberg mean field game approach
SIAM Journal on Control and Optimization | 2022-05-03 | Paper |
Finite state graphon games with applications to epidemics
Dynamic Games and Applications | 2022-04-22 | Paper |
Linear-quadratic zero-sum mean-field type games: optimality conditions and policy optimization
Journal of Dynamics and Games | 2022-01-20 | Paper |
Performance of a Markovian neural network versus dynamic programming on a fishing control problem
| 2021-09-14 | Paper |
COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability
Mathematical Modelling of Natural Phenomena | 2021-07-19 | Paper |
Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. I: The ergodic case
SIAM Journal on Numerical Analysis | 2021-06-18 | Paper |
Optimal control of conditioned processes with feedback controls
Journal de Mathématiques Pures et Appliquées. Neuvième Série | 2021-03-10 | Paper |
DeepSets and their derivative networks for solving symmetric PDEs
| 2021-03-01 | Paper |
Mean field games and applications: numerical aspects
| 2021-01-29 | Paper |
Extended learning graphs for triangle finding
Algorithmica | 2020-02-28 | Paper |
Large Banking Systems with Default and Recovery: A Mean Field Game Model
| 2020-01-28 | Paper |
Relative discrepancy does not separate information and communication complexity
ACM Transactions on Computation Theory | 2019-12-06 | Paper |
On the implementation of a primal-dual algorithm for second order time-dependent mean field games with local couplings
ESAIM: Proceedings and Surveys | 2019-07-11 | Paper |
A class of finite-dimensional numerically solvable McKean-Vlasov control problems
ESAIM: Proceedings and Surveys | 2019-07-11 | Paper |
Penalization of nonsmooth dynamical systems with noise: ergodicity and asymptotic formulae for threshold crossings probabilities
SIAM Journal on Applied Dynamical Systems | 2019-06-20 | Paper |
Mean field control and mean field game models with several populations
| 2019-01-09 | Paper |
Extended Learning Graphs for Triangle Finding
| 2018-04-19 | Paper |
Asymptotic formulae for the risk of failure related to an elasto-plastic problem with noise
Asymptotic Analysis | 2018-03-16 | Paper |
Non classical solution of a conservation law arising in vehicular traffic modelling
ESAIM: Proceedings and Surveys | 2017-08-04 | Paper |
Robust Bell inequalities from communication complexity
| 2017-07-19 | Paper |
Mean field type control with congestion. II: An augmented Lagrangian method
Applied Mathematics and Optimization | 2017-04-03 | Paper |
Dynamic programming for mean-field type control
Journal of Optimization Theory and Applications | 2016-07-01 | Paper |
Mean field type control with congestion
Applied Mathematics and Optimization | 2016-06-30 | Paper |
On the system of partial differential equations arising in mean field type control
Discrete and Continuous Dynamical Systems | 2016-03-09 | Paper |
Penalization of a stochastic variational inequality modeling an elasto-plastic problem with noise
ESAIM: Proceedings and Surveys | 2016-02-10 | Paper |
Relative discrepancy does not separate information and communication complexity
Automata, Languages, and Programming | 2015-10-27 | Paper |
New Lower Bounds for Privacy in Communication Protocols
Lecture Notes in Computer Science | 2015-09-30 | Paper |
Dynamic programming for mean-field type control
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2014-10-24 | Paper |
Learning equilibria in Cournot mean field games of controls
| N/A | Paper |
