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Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls

SIAM journal on mathematical analysis, 2022-01, Vol.54 (3), p.3535-3574

2022

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Multipartite Generalization of Quantum Discord

Physical review letters, 2020-03, Vol.124 (11), p.110401-110401, Article 110401

2020

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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, 2021-01, Vol.59 (3), p.1455-1485

2021

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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, Vol.32 (6), p.4065

2022

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Stochastic Graphon Games: II. The Linear-Quadratic Case

Applied mathematics & optimization, 2022-06, Vol.85 (3), Article 39

2022

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Model-free mean-field reinforcement learning: Mean-field MDP and mean-field Q-learning

The Annals of applied probability, 2023-12, Vol.33 (6B), p.5334

2023

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Connecting GANs, Mean-Field Games, and Optimal Transport

SIAM journal on applied mathematics, 2024-08, Vol.84 (4), p.1255-1287

2024

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Unified reinforcement Q-learning for mean field game and control problems

Mathematics of control, signals, and systems, 2022-06, Vol.34 (2), p.217-271

2022

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Dynamic Programming for Mean-Field Type Control

Journal of optimization theory and applications, 2016-06, Vol.169 (3), p.902-924

2016

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On the system of partial differential equations arising in mean field type control

Discrete and continuous dynamical systems. Series A, 2015-09, Vol.35 (9), p.3879-3900

2015

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Recent developments in machine learning methods for stochastic control and games

Numerical algebra, control and optimization, 2024-09, Vol.14 (3), p.435-525

2024

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Policy Iteration Method for Time-Dependent Mean Field Games Systems with Non-separable Hamiltonians

Applied mathematics & optimization, 2023-04, Vol.87 (2), p.17, Article 17

2023

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Mean Field Type Control with Congestion (II): An Augmented Lagrangian Method

Applied mathematics & optimization, 2016-12, Vol.74 (3), p.535-578

2016

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Mean Field Type Control with Congestion

Applied mathematics & optimization, 2016-06, Vol.73 (3), p.393-418

2016

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Extended Learning Graphs for Triangle Finding

Algorithmica, 2020-04, Vol.82 (4), p.980-1005

2020

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Machine Learning Architectures for Price Formation Models

Applied mathematics & optimization, 2023-08, Vol.88 (1), p.23, Article 23

2023

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Stochastic Graphon Games: I. The Static Case

Mathematics of operations research, 2022-02, Vol.47 (1), p.750-778

2022

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Finite State Graphon Games with Applications to Epidemics

Dynamic games and applications, 2022, Vol.12 (1), p.49-81

2022

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DeepSets and Their Derivative Networks for Solving Symmetric PDEs

Journal of scientific computing, 2022-05, Vol.91 (2), p.63, Article 63

2022

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Mean Field Games and Applications: Numerical Aspects

Mean Field Games, 2020, Vol.2281, p.249-307

2020

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Dynamic programming for mean-field type control

Comptes rendus. Mathématique, 2014-09, Vol.352 (9), p.707-713

2014

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Mean Field Models to Regulate Carbon Emissions in Electricity Production

Dynamic games and applications, 2022, Vol.12 (3), p.897-928

2022

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COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability

Mathematical modelling of natural phenomena, 2020, Vol.15, p.57

2020

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Penalization of Nonsmooth Dynamical Systems with Noise: Ergodicity and Asymptotic Formulae for Threshold Crossings Probabilities

SIAM journal on applied dynamical systems, 2019-01, Vol.18 (2), p.853-880

2019

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Optimal control of conditioned processes with feedback controls

Journal de mathématiques pures et appliquées, 2021-04, Vol.148, p.308-341

2021

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Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls

Multipartite Generalization of Quantum Discord

Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic Case

Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games: II—the finite horizon case

Stochastic Graphon Games: II. The Linear-Quadratic Case

Model-free mean-field reinforcement learning: Mean-field MDP and mean-field Q-learning

Connecting GANs, Mean-Field Games, and Optimal Transport

Unified reinforcement Q-learning for mean field game and control problems

Dynamic Programming for Mean-Field Type Control

On the system of partial differential equations arising in mean field type control

Recent developments in machine learning methods for stochastic control and games

Policy Iteration Method for Time-Dependent Mean Field Games Systems with Non-separable Hamiltonians

Mean Field Type Control with Congestion (II): An Augmented Lagrangian Method

Mean Field Type Control with Congestion

Extended Learning Graphs for Triangle Finding

Machine Learning Architectures for Price Formation Models

Stochastic Graphon Games: I. The Static Case

Finite State Graphon Games with Applications to Epidemics

DeepSets and Their Derivative Networks for Solving Symmetric PDEs

Mean Field Games and Applications: Numerical Aspects

Dynamic programming for mean-field type control

Mean Field Models to Regulate Carbon Emissions in Electricity Production

COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability

Penalization of Nonsmooth Dynamical Systems with Noise: Ergodicity and Asymptotic Formulae for Threshold Crossings Probabilities

Optimal control of conditioned processes with feedback controls

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