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Reinforcement Learning for Mean Field Game and Control ProblemsJean-Pierre Fouque - Statistics and Applied Probability, University of California, Santa Barbara
Date:
Friday, Oct. 2, 2026
2:00 PM—3:30 PMLocation:
online
Friday, Oct. 2, 2026
2:00 PM—3:30 PMLocation:
online
Reinforcement Learning for Mean Field Game and Control ProblemsJean-Pierre Fouque - Statistics and Applied Probability, University of California, Santa Barbara
We present our recent results on multi-scale reinforcement learning algorithms for mean field game and mean field control problems with applications to finance.
Department of Mathematics & Statistics
-
Address
Texas Tech University, 1108 Memorial Circle, Lubbock, TX 79409-1042 -
Phone
806.742.2566 -
Email
math.dept@ttu.edu