This was part of Reinforcement Learning Bootcamp

Introduction to Reinforcement Learning Methods for Mean Field Control and Mean Field Games

Mathieu Lauriere & Rene Carmona 4, NYU Shanghai/Princeton University

Friday, March 13, 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.