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Andrea Angiuli
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Cited by
Year
Unified reinforcement Q-learning for mean field game and control problems
A Angiuli, JP Fouque, M Laurière
Mathematics of Control, Signals, and Systems, 1-55, 2022
602022
Reinforcement learning for mean field games, with applications to economics
A Angiuli, JP Fouque, M Lauriere
arXiv preprint arXiv:2106.13755, 2021
37*2021
Cemracs 2017: numerical probabilistic approach to MFG
A Angiuli, CV Graves, H Li, JF Chassagneux, F Delarue, R Carmona
ESAIM: Proceedings and Surveys 65, 84-113, 2019
312019
Reinforcement Learning Algorithm for Mixed Mean Field Control Games
A Angiuli, N Detering, JP Fouque, J Lin
arXiv preprint arXiv:2205.02330, 2022
92022
Reinforcement Learning for Intra-and-Inter-Bank Borrowing and Lending Mean Field Control Game
J Lin, A Angiuli, N Detering, JP Fouque, M Laurière
3rd ACM International Conference on AI in Finance, 369-376, 2022
52022
Deep Reinforcement Learning for Infinite Horizon Mean Field Problems in Continuous Spaces
A Angiuli, JP Fouque, R Hu, A Raydan
arXiv preprint arXiv:2309.10953, 2023
4*2023
Convergence of Multi-Scale Reinforcement Q-Learning Algorithms for Mean Field Game and Control Problems
A Angiuli, JP Fouque, M Laurière, M Zhang
arXiv preprint arXiv:2312.06659, 2023
12023
Reinforcement Learning for Mean Field Games and Mean Field Control problems
A Angiuli
University of California, Santa Barbara, 2021
2021
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