Beyond Nominal Equilibria: Risk-Averse Multi-Population Mean-Field Games
math.OC, cs.GT, cs.LG, cs.SY, eess.SY
Submitted: 2026-10-07
Updated: 2026-10-07
Comments: Submitted to a conference; comments are welcome
Code: https://github.com/ranaroussi/yfinance
License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
Sources
- A short note on an inequality between KL and TV
- Applications of Mean Field Games in Financial Engineering and Economic Theory
- Approximately Solving Mean Field Games via Entropy-Regularized Deep Reinforcement Learning
- Learning Large-Scale Competitive Team Behaviors with Mean-Field Interactions and Online Opponent Modeling
- Robust Mean-Field Games with Risk Aversion and Bounded Rationality
- OpenSpiel: A Framework for Reinforcement Learning in Games
- Scalable Deep Reinforcement Learning Algorithms for Mean Field Games
- Mean-Field Games Under Model Uncertainty
- A unified view of entropy-regularized Markov decision processes
- Scaling up Mean Field Games with Online Mirror Descent
- Mean-field games among teams
- Multi Type Mean Field Reinforcement Learning
- Reinforcement Learning for Finite Space Mean-Field Type Games
- Structural Reinforcement Learning for Heterogeneous Agent Macroeconomics
- Occupation-Measure Mean-Field Control: Optimization over Measures and Frank-Wolfe Methods
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