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Texas Tech University

Jean-Pierre Fouque

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 PM
Location:
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.