Mathieu Laurière

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Person:255782

Available identifiers

zbMath Open lauriere.mathieuMaRDI QIDQ255782

List of research outcomes





PublicationDate of PublicationType
Nonstandard stochastic control with nonlinear Feynman-Kac costs2024-11-06Paper
Recent developments in machine learning methods for stochastic control and games2024-10-08Paper
Connecting GANs, mean-field games, and optimal transport2024-09-05Paper
Model-free mean-field reinforcement learning: mean-field MDP and mean-field Q-learning2024-01-19Paper
The communication complexity of functions with large outputs2024-01-11Paper
Convergence of Multi-Scale Reinforcement Q-Learning Algorithms for Mean Field Game and Control Problems2023-12-11Paper
Non-standard Stochastic Control with Nonlinear Feynman-Kac Costs2023-12-01Paper
Numerical methods for mean field games and mean field type control2023-11-29Paper
Multi-population Mean Field Games with Multiple Major Players: Application to Carbon Emission Regulations2023-09-28Paper
Machine learning architectures for price formation models2023-07-06Paper
Deep Learning for Population-Dependent Controls in Mean Field Control Problems with Common Noise2023-06-07Paper
Machine Learning architectures for price formation models with common noise2023-05-27Paper
Performance of a Markovian neural network versus dynamic programming on a fishing control problem2023-04-26Paper
A Machine Learning Method for Stackelberg Mean Field Games2023-02-20Paper
Policy iteration method for time-dependent mean field games systems with non-separable Hamiltonians2023-01-31Paper
Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. II: The finite horizon case2022-12-20Paper
Mean field models to regulate carbon emissions in electricity production2022-09-15Paper
Stochastic graphon games. II: The linear-quadratic case2022-09-12Paper
Risk, Optimization and Meanfield Type Control2022-09-01Paper
Reinforcement Learning for Intra-and-Inter-Bank Borrowing and Lending Mean Field Control Game2022-07-07Paper
Unified reinforcement Q-learning for mean field game and control problems2022-07-05Paper
Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls2022-06-23Paper
DeepSets and their derivative networks for solving symmetric PDEs2022-06-21Paper
Backward propagation of chaos2022-06-13Paper
Stochastic Graphon Games: I. The Static Case2022-05-17Paper
Reinforcement Learning Algorithm for Mixed Mean Field Control Games2022-05-04Paper
Optimal Incentives to Mitigate Epidemics: A Stackelberg Mean Field Game Approach2022-05-03Paper
Finite state graphon games with applications to epidemics2022-04-22Paper
Linear-quadratic zero-sum mean-field type games: optimality conditions and policy optimization2022-01-20Paper
Performance of a Markovian neural network versus dynamic programming on a fishing control problem2021-09-14Paper
COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability2021-07-19Paper
Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic Case2021-06-18Paper
Optimal control of conditioned processes with feedback controls2021-03-10Paper
DeepSets and their derivative networks for solving symmetric PDEs2021-03-01Paper
Mean field games and applications: numerical aspects2021-01-29Paper
Extended learning graphs for triangle finding2020-02-28Paper
Large Banking Systems with Default and Recovery: A Mean Field Game Model2020-01-28Paper
Relative Discrepancy Does Not Separate Information and Communication Complexity2019-12-06Paper
On the implementation of a primal-dual algorithm for second order time-dependent Mean Field Games with local couplings2019-07-11Paper
A class of finite-dimensional numerically solvable McKean-Vlasov control problems2019-07-11Paper
Penalization of Nonsmooth Dynamical Systems with Noise: Ergodicity and Asymptotic Formulae for Threshold Crossings Probabilities2019-06-20Paper
Mean Field Control and Mean Field Game Models with Several Populations2019-01-09Paper
Extended Learning Graphs for Triangle Finding2018-04-19Paper
Asymptotic formulae for the risk of failure related to an elasto-plastic problem with noise2018-03-16Paper
Non classical solution of a conservation law arising in vehicular traffic modelling2017-08-04Paper
Robust Bell inequalities from communication complexity2017-07-19Paper
Mean field type control with congestion. II: An augmented Lagrangian method2017-04-03Paper
Dynamic programming for mean-field type control2016-07-01Paper
Mean field type control with congestion2016-06-30Paper
On the system of partial differential equations arising in mean field type control2016-03-09Paper
Penalization of a stochastic variational inequality modeling an elasto-plastic problem with noise2016-02-10Paper
Relative Discrepancy Does not Separate Information and Communication Complexity2015-10-27Paper
New Lower Bounds for Privacy in Communication Protocols2015-09-30Paper
Dynamic programming for mean-field type control2014-10-24Paper
Learning equilibria in Cournot mean field games of controlsN/APaper

Research outcomes over time

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