This was part of
Reinforcement Learning Bootcamp
Introduction to Reinforcement Learning Methods for Mean Field Control and Mean Field Games
Mathieu Lauriere & Rene Carmona 2, NYU Shanghai/Princeton University
Thursday, March 12, 2026
Abstract: We will review reinforcement learning methods for mean field models, both in the cooperative (mean field control) and non-cooperative (mean field game) settings. After presenting general heuristics, we will focus on a few specific algorithms for which convergence has been rigorously proved. We will then provide numerical illustrations on several examples borrowed from the literature.