425 citations
- École PolytechniqueFR315 papers
- Centre National de la Recherche ScientifiqueFR74 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR17 papers
- Université Paris-SaclayFR16 papers
- Centre de Recherche en Mathématiques de la DécisionFR15 papers
- Institut national de recherche en sciences et technologies du numériqueFR15 papers
- Laboratoire de Mathématiques Blaise PascalFR14 papers
- Sorbonne UniversitéFR14 papers
- Université Paris NanterreFR13 papers
- Institut Universitaire de FranceFR12 papers
- Laboratoire de Mathématiques d'OrsayFR12 papers
- Laboratoire de Probabilités, Statistique et ModélisationFR11 papers
45 papers · 1 filter
A randomisation method for mean-field control problems with common noise
Robert Denkert, Idris Kharroubi, Huyên Pham
We study mean-field control (MFC) problems with common noise using the control randomisation framework, where we substitute the control process with an independent Poisson point pr…
A study of common noise in mean field games
Charles Meynard, Charles Bertucci
This paper is concerned with the study of mean field games master equations involving an additional variable modelling common noise. We address cases in which the dynamics of this…
Convergence of a discrete selection-mutation model with exponentially decaying mutation kernel to a Hamilton-Jacobi equation
Anouar Jeddi
In this paper we derive a constrained Hamilton-Jacobi equation with obstacle from a discrete non-linear integro-differential model of population dynamics, with exponentially decayi…
Refined Analysis of Federated Averaging and Federated Richardson-Romberg
Paul Mangold, Alain Durmus, Aymeric Dieuleveut +2
In this paper, we present a novel analysis of \FedAvg with constant step size, relying on the Markov property of the underlying process. We demonstrate that the global iterates of…
A Kesten Stigum theorem for Galton-Watson processes with infinitely many types in a random environment
Maxime Ligonnière
In this paper, we study a Galton-Watson process with infinitely many types in a random ergodic environment . We focus on the supercritical regime of…
Energy solutions of singular SPDEs on Hilbert spaces with applications to domains with boundary conditions
Lukas Gräfner, Nicolas Perkowski, Shyam Popat
In this paper we extend the theory of energy solutions for singular SPDEs, focusing on equations driven by highly irregular noise with bilinear nonlinearities, including scaling cr…