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Mathieu Laurière — Machine Learning Methods for Mean Field Control and Mean Field Games

Abstract: Mean field games (MFG) and mean field control (MFC) describe the behavior of agents interacting in a symmetric fashion when the number of agents grows to infinity. The first theory captures a notion of Nash equilibrium for selfish players while the second one focuses on the notion of social cost for cooperative agents. In…

Mathieu Laurière — Machine Learning Methods for Mean Field Control and Mean Field Games

Abstract: Mean field games (MFG) and mean field control (MFC) describe the behavior of agents interacting in a symmetric fashion when the number of agents grows to infinity. The first theory captures a notion of Nash equilibrium for selfish players while the second one focuses on the notion of social cost for cooperative agents. In…