Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Reinforcement Learning Algorithm for Mixed Mean Field Control Games   We present a new combined Mean Field Control Game (MFCG) problem which can be
interpreted as a competitive game between collaborating groups and its solution
as a Nash equilibrium between the groups. Within each group the players
coordinate their strategies. An example of such a situation is a modification
of the classical trader's problem. Groups of traders maximize their wealth.
They are faced with transaction cost for their own trades and a cost for their
own terminal position. In addition they face a cost for the average holding
within their group. The asset price is impacted by the trades of all agents. We
propose a reinforcement learning algorithm to approximate the solution of such
mixed Mean Field Control Game problems. We test the algorithm on benchmark
linear-quadratic specifications for which we have analytic solutions.

16
The categories of this paper are: stat
25
The categories of this paper are: patt-sol
0
The categories of this paper are: hep-ph
21
The categories of this paper are: adap-org
19
The categories of this paper are: eess
7
The categories of this paper are: hep-th
22
The categories of this paper are: chao-dyn
37
The categories of this paper are: supr-con
34
The categories of this paper are: chem-ph
31
The categories of this paper are: ao-sci
23
The categories of this paper are: solv-int
32
The categories of this paper are: atom-ph
28
The categories of this paper are: alg-geom
4
The categories of this paper are: cond-mat
26
The categories of this paper are: bayes-an
9
The categories of this paper are: nlin