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Mean Field Reinforcement Learning: Theory and Algorithms for Mean Field Control

Carmona, René et al.
arXiv (All) · Papers
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machine-learningmultiagent-systemsoptimization-and-controlprobability
This monograph provides an introduction to mean field reinforcement learning through the lens of Markov decision processes arising from large-population stochastic control with mean field interactions and common noise. Starting from the connection between multi-agent reinforcement learning and mean
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