Optimal Trading Policies for Wind Energy Producer. - Zongjun Tan; Peter Tankov (SIAM J. Financial Math., 2018)

Linear-Quadratic Mean-Field Reinforcement Learning: Convergence of Policy Gradient Methods. - René Carmona 001; Mathieu Laurière; Zongjun Tan (CoRR, 2019)

Model-Free Mean-Field Reinforcement Learning: Mean-Field MDP and Mean-Field Q-Learning. - René Carmona 001; Mathieu Laurière; Zongjun Tan (CoRR, 2019)

Policy Optimization for Linear-Quadratic Zero-Sum Mean-Field Type Games. - René Carmona 001; Kenza Hamidouche; Mathieu Laurière; Zongjun Tan (CDC, 2020)

Linear-Quadratic Zero-Sum Mean-Field Type Games: Optimality Conditions and Policy Optimization. - René Carmona 001; Kenza Hamidouche; Mathieu Laurière; Zongjun Tan (CoRR, 2020)