Mathieu Laurière

Available identifiers

zbMath Open lauriere.mathieuMaRDI QIDQ255782

List of research outcomes

Publication	Date of Publication	Type
Model-free mean-field reinforcement learning: mean-field MDP and mean-field Q-learning	2024-01-19	Paper
The communication complexity of functions with large outputs	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	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	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	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	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	2022-12-20	Paper
Mean field models to regulate carbon emissions in electricity production	2022-09-15	Paper
Stochastic graphon games. II: The linear-quadratic case	2022-09-12	Paper
Risk, Optimization and Meanfield Type Control	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	2022-07-05	Paper
Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls	2022-06-23	Paper
DeepSets and their derivative networks for solving symmetric PDEs	2022-06-21	Paper
Backward propagation of chaos	2022-06-13	Paper
Stochastic Graphon Games: I. The Static Case	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	2022-05-03	Paper
Finite state graphon games with applications to epidemics	2022-04-22	Paper
Linear-quadratic zero-sum mean-field type games: optimality conditions and policy optimization	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	2021-07-19	Paper
Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic Case	2021-06-18	Paper
Optimal control of conditioned processes with feedback controls	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	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	2019-12-06	Paper
A class of finite-dimensional numerically solvable McKean-Vlasov control problems	2019-07-11	Paper
On the implementation of a primal-dual algorithm for second order time-dependent Mean Field Games with local couplings	2019-07-11	Paper
Penalization of Nonsmooth Dynamical Systems with Noise: Ergodicity and Asymptotic Formulae for Threshold Crossings Probabilities	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	2018-03-16	Paper
Non classical solution of a conservation law arising in vehicular traffic modelling	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	2017-04-03	Paper
Dynamic programming for mean-field type control	2016-07-01	Paper
Mean field type control with congestion	2016-06-30	Paper
On the system of partial differential equations arising in mean field type control	2016-03-09	Paper
Penalization of a stochastic variational inequality modeling an elasto-plastic problem with noise	2016-02-10	Paper
Relative Discrepancy Does not Separate Information and Communication Complexity	2015-10-27	Paper
New Lower Bounds for Privacy in Communication Protocols	2015-09-30	Paper
Dynamic programming for mean-field type control	2014-10-24	Paper

Research outcomes over time

Doctoral students

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