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04/17/2023
MFGLib: A Library for Mean-Field Games
Mean-field games (MFGs) are limiting models to approximate N-player game...
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06/20/2022
MF-OMO: An Optimization Formulation of Mean-Field Games
Theory of mean-field games (MFGs) has recently experienced an exponentia...
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09/13/2021
Theoretical Guarantees of Fictitious Discount Algorithms for Episodic Reinforcement Learning and Global Convergence of Policy Gradient Methods
When designing algorithms for finite-time-horizon episodic reinforcement...
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04/19/2021
Reinforcement learning for linear-convex models with jumps via stability analysis of feedback controls
We study finite-time horizon continuous-time linear-convex reinforcement...
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03/13/2020
A General Framework for Learning Mean-Field Games
This paper presents a general mean-field game (GMFG) framework for simul...
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10/06/2018