Workingpapers

Recent developments in machine learning methods for stochastic control and games

Deep Learning for Mean Field Optimal Transport

A Machine Learning Method for Stackelberg Mean Field Games

Learning Correlated Equilibria in Mean-Field Games

Learning mean field games: A survey

Machine Learning architectures for price formation models

Generalization in Mean Field Games by Learning Master Policies

Performance of a Markovian neural network versus dynamic programming on a fishing control problem

Concave Utility Reinforcement Learning: the Mean-field Game viewpoint

Deep Learning for Mean Field Games and Mean Field Control with Applications to Finance