Derives unique closed-form decentralized policy minimizing worst-agent online regret that asymptotically converges to centralized Nash-optimal policy in mean-field limit, with added online mixture weighting.
Syn- chronizing pretrained kernel regressors with applications to American option pricing.Frontiers of Mathematical Finance, 8:23–77, March 2026
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MEMOA: Massive Mixtures of Online Agents via Mean-Field Decentralized Nash Equilibria
Derives unique closed-form decentralized policy minimizing worst-agent online regret that asymptotically converges to centralized Nash-optimal policy in mean-field limit, with added online mixture weighting.