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Mathieu Laurière
Mathieu Laurière
Assistant professor of Mathematics and Data Science, NYU Shanghai
Verified email at nyu.edu - Homepage
Title
Cited by
Cited by
Year
Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic Case
R Carmona, M Laurière
SIAM Journal on Numerical Analysis 59 (3), 1455-1485, 2021
72*2021
Dynamic programming for mean-field type control
M Laurière, O Pironneau
Comptes Rendus Mathematique 352 (9), 707-713, 2014
722014
Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games: II -- The Finite Horizon Case
R Carmona, M Laurière
To appear in Annals of Applied Probability (https://arxiv.org/abs/1908.01613), 2019
642019
COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability
A Charpentier, R Elie, M Laurière, VC Tran
Mathematical Modelling of Natural Phenomena 15, 57, 2020
572020
On the system of partial differential equations arising in mean field type control
Y Achdou, M Lauriere
arXiv preprint arXiv:1503.05044, 2015
492015
Model-Free Mean-Field Reinforcement Learning: Mean-Field MDP and Mean-Field Q-Learning
R Carmona, M Laurière, Z Tan
arXiv preprint arXiv:1910.12802, 2019
452019
Linear-Quadratic Mean-Field Reinforcement Learning: Convergence of Policy Gradient Methods
R Carmona, M Laurière, Z Tan
arXiv preprint arXiv:1910.04295, 2019
452019
On the convergence of model free learning in mean field games
R Elie, J Perolat, M Laurière, M Geist, O Pietquin
Proceedings of the AAAI Conference on Artificial Intelligence 34 (05), 7143-7150, 2020
432020
Mean field games and applications: Numerical aspects
Y Achdou, M Laurière
Mean Field Games, 249-307, 2020
422020
Fictitious play for mean field games: Continuous time analysis and applications
S Perrin, J Pérolat, M Laurière, M Geist, R Elie, O Pietquin
Advances in Neural Information Processing Systems 33, 2020
352020
On the implementation of a primal-dual algorithm for second order time-dependent mean field games with local couplings
L Briceño-Arias, D Kalise, Z Kobeissi, M Laurière, AM González, FJ Silva
ESAIM: Proceedings and Surveys 65, 330-348, 2019
352019
Convergence of large population games to mean field games with interaction through the controls
M Laurière, L Tangpi
arXiv preprint arXiv:2004.08351, 2020
332020
Mean field type control with congestion
Y Achdou, M Laurière
Applied Mathematics & Optimization 73 (3), 393-418, 2016
322016
Mean field control and mean field game models with several populations
A Bensoussan, T Huang, M Laurière
arXiv preprint arXiv:1810.00783, 2018
292018
Multipartite Generalization of Quantum Discord
C Radhakrishnan, M Laurière, T Byrnes
Physical Review Letters 124 (11), 110401, 2020
282020
Stochastic Graphon Games: I. The Static Case
R Carmona, D Cooney, C Graves, M Lauriere
Mathematics of Operations Research (arXiv preprint arXiv:1911.10664), 2019
282019
Quantum Discord and its distribution in multipartite systems
C Radhakrishnan, M Lauriere, T Byrnes
arXiv preprint arXiv:1909.08194, 2019
28*2019
Mean field type control with congestion (II): An augmented Lagrangian method
Y Achdou, M Laurière
Applied Mathematics & Optimization 74 (3), 535-578, 2016
252016
Unified Reinforcement Q-Learning for Mean Field Game and Control Problems
A Angiuli, JP Fouque, M Laurière
Mathematics of Control, Signals, and Systems (arXiv preprint arXiv:2006.13912), 2020
232020
Approximate Fictitious Play for Mean Field Games
R Elie, J Pérolat, M Laurière, M Geist, O Pietquin
arXiv preprint arXiv:1907.02633, 2019
232019
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