Deep Reinforcement Learning for Infinite Horizon Mean Field Problems in Continuous Spaces

no code implementations • 19 Sep 2023 • Andrea Angiuli, Jean-Pierre Fouque, Ruimeng Hu, Alan Raydan

We present the development and analysis of a reinforcement learning (RL) algorithm designed to solve continuous-space mean field game (MFG) and mean field control (MFC) problems in a unified manner.

Reinforcement Learning (RL)

Reinforcement Learning for Mean Field Games, with Applications to Economics

no code implementations • 25 Jun 2021 • Andrea Angiuli, Jean-Pierre Fouque, Mathieu Lauriere

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.

Q-Learning reinforcement-learning +1

Unified Reinforcement Q-Learning for Mean Field Game and Control Problems

no code implementations • 24 Jun 2020 • Andrea Angiuli, Jean-Pierre Fouque, Mathieu Laurière

We present a Reinforcement Learning (RL) algorithm to solve infinite horizon asymptotic Mean Field Game (MFG) and Mean Field Control (MFC) problems.

Q-Learning Reinforcement Learning (RL)