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math.OC2026
Quantitative Particle Approximation for Controlled Nonlinear Filtering
Erhan Bayraktar, Ibrahim Ekren, Xihao He +1
We estimate convergence rates of value functions for particle approximations of a controlled nonlinear filtering problem. The state is a McKean--Vlasov diffusion on the flat torus,…
math.AP2026
A comparison principle for Wasserstein PDEs with state- and law-dependent common noise
Erhan Bayraktar, Ibrahim Ekren, Xihao He +1
We prove a comparison principle for a class of second-order Hamilton--Jacobi--Bellman equations on the Wasserstein space whose second-order term is generated by a general common-no…
math.PR2026
Projected McKean--Vlasov Dynamics for Entropic Weak Optimal Transport
Nathan Sauldubois, Xin Zhang
Unlike classical optimal transport, weak transport costs depend nonlinearly on the conditional law of couplings. This feature is essential in problems involving barycenter, conditi…