71 citations · 182 across the 17 of their papers we have counts for
18 papers
Nesterov acceleration in optimizing over probability measures
Jiaqi Tang, Qin Li, Wilfrid Gangbo
Optimization over probability measures has become an increasingly important paradigm in modern machine learning, scientific computing, and uncertainty quantification. Motivated by…
Master equations with an individual noise on finite state graphs
Wilfrid Gangbo, Sebastian Munoz, Jeremy Wu +1
We develop a classical well-posedness and regularity theory on a finite connected weighted graph for an extended mean field game system, its associated master equation, and a Hamil…
Large -limit of matrix control problems and non-commutative controls
Wilfrid Gangbo, David Jekel, Kyeongsik Nam +1
Building on the free-probability stochastic control framework introduced in arXiv:2502.17329, we connect optimal control problems for random matrix ensembles with thei…
Viscosity Solutions in Non-commutative Variables
Wilfrid Gangbo, David Jekel, Kyeongsik Nam +1
Motivated by parallels between mean field games and random matrix theory, we develop stochastic optimal control problems and viscosity solutions to Hamilton-Jacobi equations in the…
Duality for optimal couplings in free probability
Wilfrid Gangbo, David Jekel, Kyeongsik Nam +1
We study the free probabilistic analog of optimal couplings for the quadratic cost, where classical probability spaces are replaced by tracial von Neumann algebras, and probability…
Mean Field Games Master Equations with Non-separable Hamiltonians and Displacement Monotonicity
Wilfrid Gangbo, Alpár R. Mészáros, Chenchen Mou +1
In this manuscript, we propose a structural condition on non-separable Hamiltonians, which we term displacement monotonicity condition, to study second order mean field games maste…