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A Deep Learning Method for Optimal Investment Under Relative Performance Criteria Among Heterogeneous Agents.

, , and . CoRR, (2024)

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Model-Free Mean-Field Reinforcement Learning: Mean-Field MDP and Mean-Field Q-Learning., , and . CoRR, (2019)On Imitation in Mean-field Games., , , , , and . CoRR, (2023)Performance of a Markovian neural network versus dynamic programming on a fishing control problem., , and . CoRR, (2021)Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games: II - The Finite Horizon Case., and . CoRR, (2019)Learning Correlated Equilibria in Mean-Field Games., , , , , , , , , and . CoRR, (2022)Linear-Quadratic Zero-Sum Mean-Field Type Games: Optimality Conditions and Policy Optimization., , , and . CoRR, (2020)Policy iteration method for time-dependent Mean Field Games systems with non-separable Hamiltonians., , and . CoRR, (2021)Fictitious Play for Mean Field Games: Continuous Time Analysis and Applications., , , , , and . NeurIPS, (2020)Reinforcement Learning for Intra-and-Inter-Bank Borrowing and Lending Mean Field Control Game., , , , and . ICAIF, page 369-376. ACM, (2022)Learning Equilibria in Mean-Field Games: Introducing Mean-Field PSRO., , , , , , , , and . AAMAS, page 926-934. International Foundation for Autonomous Agents and Multiagent Systems (IFAAMAS), (2022)