Mathieu Laurière

Convergence of Multi-Scale Reinforcement Q-Learning Algorithms for Mean Field Game and Control Problems

J. Fouque, Andrea Angiuli, Mathieu Laurière, 2023, 2312.06659.

Multi-population Mean Field Games with Multiple Major Players: Application to Carbon Emission Regulations

Gokce Dayanikli, Mathieu Laurière, 2023, 2309.16477.

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

Mathieu Lauriere, Ren'e Carmona, R. Carmona, 2019, SIAM J. Numer. Anal..

Machine Learning Methods for Large Population Games with Applications in Operations Research

Gokce Dayanikli, Mathieu Laurière, 2024, 2406.10441.

Recent developments in machine learning methods for stochastic control and games

Mathieu Laurière, Ruimeng Hu, 2024, Numerical Algebra, Control and Optimization.