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Zongjun Tan
Zongjun Tan
Walmart
Geverifieerd e-mailadres voor walmart.com
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Model-free mean-field reinforcement learning: mean-field MDP and mean-field Q-learning
R Carmona, M Laurière, Z Tan
The Annals of Applied Probability, 2023
1202023
Linear-quadratic mean-field reinforcement learning: convergence of policy gradient methods
R Carmona, M Laurière, Z Tan
arXiv preprint arXiv:1910.04295, 2019
762019
Price of anarchy for mean field games
R Carmona, CV Graves, Z Tan
ESAIM: Proceedings and Surveys 65, 349-383, 2019
312019
Optimal trading policies for wind energy producer
Z Tan, P Tankov
SIAM Journal on Financial Mathematics 9 (1), 315-346, 2018
192018
Linear-quadratic zero-sum mean-field type games: Optimality conditions and policy optimization
R Carmona, K Hamidouche, M LauriÉre, Z Tan
Journal of Dynamics and Games 8 (4), 403-443, 2021
112021
Policy optimization for linear-quadratic zero-sum mean-field type games
R Carmona, K Hamidouche, M Laurière, Z Tan
2020 59th IEEE Conference on Decision and Control (CDC), 1038-1043, 2020
112020
Optimization of trading policies for wind energy producer
Z Tan, P Tankov
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Artikelen 1–7