Mathieu Laurière

According to our database, Mathieu Laurière authored at least 67 papers between 2013 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2024

Connecting GANs, Mean-Field Games, and Optimal Transport.

Haoyang Cao, Xin Guo, Mathieu Laurière

SIAM J. Appl. Math., 2024

A Simulation-Free Deep Learning Approach to Stochastic Optimal Control.

Mengjian Hua, Mathieu Laurière, Eric Vanden-Eijnden

CoRR, 2024

Reinforcement Learning for Finite Space Mean-Field Type Games.

Kai Shao, Jiacheng Shen, Chijie An, Mathieu Laurière

CoRR, 2024

Robust Cooperative Multi-Agent Reinforcement Learning:A Mean-Field Type Game Perspective.

Muhammad Aneeq uz Zaman, Mathieu Laurière, Alec Koppel, Tamer Basar

CoRR, 2024

Global Solutions to Master Equations for Continuous Time Heterogeneous Agent Macroeconomic Models.

Zhouzhou Gu, Mathieu Laurière, Sebastian Merkel, Jonathan Payne

CoRR, 2024

Analysis of Multiscale Reinforcement Q-Learning Algorithms for Mean Field Control Games.

Andrea Angiuli, Jean-Pierre Fouque, Mathieu Laurière, Mengrui Zhang

CoRR, 2024

Independent RL for Cooperative-Competitive Agents: A Mean-Field Perspective.

Muhammad Aneeq uz Zaman, Alec Koppel, Mathieu Laurière, Tamer Basar

CoRR, 2024

A Deep Learning Method for Optimal Investment Under Relative Performance Criteria Among Heterogeneous Agents.

Mathieu Laurière, Ludovic Tangpi, Xuchen Zhou

CoRR, 2024

Robust cooperative multi-agent reinforcement learning: A mean-field type game perspective.

Muhammad Aneeq uz Zaman, Mathieu Laurière, Alec Koppel, Tamer Basar

Proceedings of the 6th Annual Learning for Dynamics & Control Conference, 2024

Population-aware Online Mirror Descent for Mean-Field Games by Deep Reinforcement Learning.

Zida Wu, Mathieu Laurière, Samuel Jia Cong Chua, Matthieu Geist, Olivier Pietquin, Ankur Mehta

Proceedings of the 23rd International Conference on Autonomous Agents and Multiagent Systems, 2024

Deep Learning for Population-Dependent Controls in Mean Field Control Problems with Common Noise.

Gökçe Dayanikli, Mathieu Laurière, Jiacheng Zhang

Proceedings of the 23rd International Conference on Autonomous Agents and Multiagent Systems, 2024

Multi-population Mean Field Games with Multiple Major Players: Application to Carbon Emission Regulations.

Gökçe Dayanikli, Mathieu Laurière

Proceedings of the American Control Conference, 2024

Learning Discrete-Time Major-Minor Mean Field Games.

Kai Cui, Gökçe Dayanikli, Mathieu Laurière, Matthieu Geist, Olivier Pietquin, Heinz Koeppl

Proceedings of the Thirty-Eighth AAAI Conference on Artificial Intelligence, 2024

2023

The communication complexity of functions with large outputs.

Lila Fontes, Sophie Laplante, Mathieu Laurière, Alexandre Nolin

Electron. Colloquium Comput. Complex., 2023

From Nash Equilibrium to Social Optimum and vice versa: a Mean Field Perspective.

René A. Carmona, Gökçe Dayanikli, François Delarue, Mathieu Laurière

CoRR, 2023

Recent Developments in Machine Learning Methods for Stochastic Control and Games.

Ruimeng Hu, Mathieu Laurière

CoRR, 2023

Deep Learning for Mean Field Optimal Transport.

Sebastian Baudelet, Brieuc Frénais, Mathieu Laurière, Amal Machtalay, Yuchen Zhu

CoRR, 2023

On Imitation in Mean-field Games.

Giorgia Ramponi, Pavel Kolev, Olivier Pietquin, Niao He, Mathieu Laurière, Matthieu Geist

Proceedings of the Advances in Neural Information Processing Systems 36: Annual Conference on Neural Information Processing Systems 2023, 2023

Machine Learning Architectures for Price Formation Models with Common Noise.

Diogo Gomes, Julian Gutierrez, Mathieu Laurière

Proceedings of the 62nd IEEE Conference on Decision and Control, 2023

2022

Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls.

Mathieu Laurière, Ludovic Tangpi

SIAM J. Math. Anal., 2022

Optimal Incentives to Mitigate Epidemics: A Stackelberg Mean Field Game Approach.

Alexander Aurell, René Carmona, Gökçe Dayanikli, Mathieu Laurière

SIAM J. Control. Optim., 2022

Stochastic Graphon Games: I. The Static Case.

René Carmona, Daniel B. Cooney, Christy V. Graves, Mathieu Laurière

Math. Oper. Res., 2022

Unified reinforcement Q-learning for mean field game and control problems.

Andrea Angiuli, Jean-Pierre Fouque, Mathieu Laurière

Math. Control. Signals Syst., 2022

DeepSets and Their Derivative Networks for Solving Symmetric PDEs.

Maximilien Germain, Mathieu Laurière, Huyên Pham, Xavier Warin

J. Sci. Comput., 2022

Mean Field Models to Regulate Carbon Emissions in Electricity Production.

René Carmona, Gökçe Dayanikli, Mathieu Laurière

Dyn. Games Appl., 2022

Finite State Graphon Games with Applications to Epidemics.

Alexander Aurell, René Carmona, Gökçe Dayanikli, Mathieu Laurière

Dyn. Games Appl., 2022

Learning Correlated Equilibria in Mean-Field Games.

Paul Muller, Romuald Elie, Mark Rowland, Mathieu Laurière, Julien Pérolat, Sarah Perrin, Matthieu Geist, Georgios Piliouras, Olivier Pietquin, Karl Tuyls

CoRR, 2022

Learning Mean Field Games: A Survey.

Mathieu Laurière, Sarah Perrin, Matthieu Geist, Olivier Pietquin

CoRR, 2022

Scalable Deep Reinforcement Learning Algorithms for Mean Field Games.

Mathieu Laurière, Sarah Perrin, Sertan Girgin, Paul Muller, Ayush Jain, Theophile Cabannes, Georgios Piliouras, Julien Pérolat, Romuald Elie, Olivier Pietquin, Matthieu Geist

Proceedings of the International Conference on Machine Learning, 2022

Reinforcement Learning for Intra-and-Inter-Bank Borrowing and Lending Mean Field Control Game.

Jimin Lin, Andrea Angiuli, Nils Detering, Jean-Pierre Fouque, Mathieu Laurière

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022

Scaling Mean Field Games by Online Mirror Descent.

Julien Pérolat, Sarah Perrin, Romuald Elie, Mathieu Laurière, Georgios Piliouras, Matthieu Geist, Karl Tuyls, Olivier Pietquin

Proceedings of the 21st International Conference on Autonomous Agents and Multiagent Systems, 2022

Learning Equilibria in Mean-Field Games: Introducing Mean-Field PSRO.

Paul Muller, Mark Rowland, Romuald Elie, Georgios Piliouras, Julien Pérolat, Mathieu Laurière, Raphaël Marinier, Olivier Pietquin, Karl Tuyls

Proceedings of the 21st International Conference on Autonomous Agents and Multiagent Systems, 2022

Concave Utility Reinforcement Learning: The Mean-field Game Viewpoint.

Matthieu Geist, Julien Pérolat, Mathieu Laurière, Romuald Elie, Sarah Perrin, Olivier Bachem, Rémi Munos, Olivier Pietquin

Proceedings of the 21st International Conference on Autonomous Agents and Multiagent Systems, 2022

Solving N-Player Dynamic Routing Games with Congestion: A Mean-Field Approach.

Theophile Cabannes, Mathieu Laurière, Julien Pérolat, Raphaël Marinier, Sertan Girgin, Sarah Perrin, Olivier Pietquin, Alexandre M. Bayen, Eric Goubault, Romuald Elie

Proceedings of the 21st International Conference on Autonomous Agents and Multiagent Systems, 2022

Generalization in Mean Field Games by Learning Master Policies.

Sarah Perrin, Mathieu Laurière, Julien Pérolat, Romuald Élie, Matthieu Geist, Olivier Pietquin

Proceedings of the Thirty-Sixth AAAI Conference on Artificial Intelligence, 2022

2021

Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic Case.

René Carmona, Mathieu Laurière

SIAM J. Numer. Anal., 2021

Policy iteration method for time-dependent Mean Field Games systems with non-separable Hamiltonians.

Mathieu Laurière, Jiahao Song, Qing Tang

CoRR, 2021

Performance of a Markovian neural network versus dynamic programming on a fishing control problem.

Mathieu Laurière, Gilles Pagès, Olivier Pironneau

CoRR, 2021

Deep Learning for Mean Field Games and Mean Field Control with Applications to Finance.

René Carmona, Mathieu Laurière

CoRR, 2021

Reinforcement Learning for Mean Field Games, with Applications to Economics.

Andrea Angiuli, Jean-Pierre Fouque, Mathieu Laurière

CoRR, 2021

Numerical Methods for Mean Field Games and Mean Field Type Control.

Mathieu Laurière

CoRR, 2021

Scaling up Mean Field Games with Online Mirror Descent.

Julien Pérolat, Sarah Perrin, Romuald Elie, Mathieu Laurière, Georgios Piliouras, Matthieu Geist, Karl Tuyls, Olivier Pietquin

CoRR, 2021

Mean Field Games Flock! The Reinforcement Learning Way.

Sarah Perrin, Mathieu Laurière, Julien Pérolat, Matthieu Geist, Romuald Élie, Olivier Pietquin

Proceedings of the Thirtieth International Joint Conference on Artificial Intelligence, 2021

2020

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

René Carmona, Kenza Hamidouche, Mathieu Laurière, Zongjun Tan

CoRR, 2020

Learning a functional control for high-frequency finance.

Laura Leal, Mathieu Laurière, Charles-Albert Lehalle

CoRR, 2020

COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability.

Arthur Charpentier, Romuald Elie, Mathieu Laurière, Viet Chi Tran

CoRR, 2020

Mean Field Games and Applications: Numerical Aspects.

Yves Achdou, Mathieu Laurière

CoRR, 2020

Connecting GANs and MFGs.

Haoyang Cao, Xin Guo, Mathieu Laurière

CoRR, 2020

Extended Learning Graphs for Triangle Finding.

Titouan Carette, Mathieu Laurière, Frédéric Magniez

Algorithmica, 2020

Fictitious Play for Mean Field Games: Continuous Time Analysis and Applications.

Sarah Perrin, Julien Pérolat, Mathieu Laurière, Matthieu Geist, Romuald Elie, Olivier Pietquin

Proceedings of the Advances in Neural Information Processing Systems 33: Annual Conference on Neural Information Processing Systems 2020, 2020

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

René Carmona, Kenza Hamidouche, Mathieu Laurière, Zongjun Tan

Proceedings of the 59th IEEE Conference on Decision and Control, 2020

On the Convergence of Model Free Learning in Mean Field Games.

Romuald Elie, Julien Pérolat, Mathieu Laurière, Matthieu Geist, Olivier Pietquin

Proceedings of the Thirty-Fourth AAAI Conference on Artificial Intelligence, 2020

2019

Penalization of Nonsmooth Dynamical Systems with Noise: Ergodicity and Asymptotic Formulae for Threshold Crossings Probabilities.

Mathieu Laurière, Laurent Mertz

SIAM J. Appl. Dyn. Syst., 2019

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

René Carmona, Mathieu Laurière, Zongjun Tan

CoRR, 2019

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

René Carmona, Mathieu Laurière, Zongjun Tan

CoRR, 2019

Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games: II - The Finite Horizon Case.

René Carmona, Mathieu Laurière

CoRR, 2019

Approximate Fictitious Play for Mean Field Games.

Romuald Elie, Julien Pérolat, Mathieu Laurière, Matthieu Geist, Olivier Pietquin

CoRR, 2019

2018

Asymptotic formulae for the risk of failure related to an elasto-plastic problem with noise.

Cyril Feau, Mathieu Laurière, Laurent Mertz

Asymptot. Anal., 2018

2017

The Flow of Information in Interactive Quantum Protocols: the Cost of Forgetting.

Mathieu Laurière, Dave Touchette

Proceedings of the 8th Innovations in Theoretical Computer Science Conference, 2017

2016

Information cost of quantum communication protocols.

Iordanis Kerenidis, Mathieu Laurière, Francois Le Gall, Mathys Rennela

Quantum Inf. Comput., 2016

Dynamic Programming for Mean-Field Type Control.

Mathieu Laurière, Olivier Pironneau

J. Optim. Theory Appl., 2016

Mean Field Type Control with Congestion (II): An Augmented Lagrangian Method.

Yves Achdou, Mathieu Laurière

CoRR, 2016

Robust Bell Inequalities from Communication Complexity.

Sophie Laplante, Mathieu Laurière, Alexandre Nolin, Jérémie Roland, Gabriel Senno

Proceedings of the 11th Conference on the Theory of Quantum Computation, 2016

The problem of musical gesture continuation and a baseline system.

Charles Bascou, Valentin Emiya, Mathieu Laurière

Proceedings of the 2016 International Computer Music Conference, 2016

2015

Relative Discrepancy does not separate Information and Communication Complexity.

Lila Fontes, Rahul Jain, Iordanis Kerenidis, Sophie Laplante, Mathieu Laurière, Jérémie Roland

Electron. Colloquium Comput. Complex., 2015

2014

Privacy in Quantum Communication Complexity.

Iordanis Kerenidis, Mathieu Laurière, François Le Gall, Mathys Rennela

CoRR, 2014

2013

New lower bounds for privacy in communication protocols.

Iordanis Kerenidis, Mathieu Laurière, David Xiao

Electron. Colloquium Comput. Complex., 2013