Policy Optimization for Linear-Quadratic Zero-Sum Mean-Field Type Games

no code implementations • 2 Sep 2020 • René Carmona, Kenza Hamidouche, Mathieu Laurière, Zongjun Tan

In particular, the case in which the transition and utility functions depend on the state, the action of the controllers, and the mean of the state and the actions, is investigated.

Vocal Bursts Type Prediction

Linear-Quadratic Zero-Sum Mean-Field Type Games: Optimality Conditions and Policy Optimization

no code implementations • 1 Sep 2020 • René Carmona, Kenza Hamidouche, Mathieu Laurière, Zongjun Tan

In particular, the case in which the transition and utility functions depend on the state, the action of the controllers, and the mean of the state and the actions, is investigated.

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

no code implementations • 28 Oct 2019 • René Carmona, Mathieu Laurière, Zongjun Tan

We study infinite horizon discounted Mean Field Control (MFC) problems with common noise through the lens of Mean Field Markov Decision Processes (MFMDP).

General Reinforcement Learning Q-Learning +1

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

no code implementations • 9 Oct 2019 • René Carmona, Mathieu Laurière, Zongjun Tan

We investigate reinforcement learning for mean field control problems in discrete time, which can be viewed as Markov decision processes for a large number of exchangeable agents interacting in a mean field manner.

Policy Gradient Methods reinforcement-learning +1