Workingpapers

Large Banking Systems with Default and Recovery: A Mean Field Game Model

Learning a functional control for high-frequency finance

Optimal incentives to mitigate epidemics: a Stackelberg mean field game approach

Backward propagation of chaos

Model-Free Mean-Field Reinforcement Learning: Mean-Field MDP and Mean-Field Q-Learning

Linear-Quadratic Mean-Field Reinforcement Learning: Convergence of Policy Gradient Methods