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math.OC2025
Well-posedness and mean-field limit estimate of a consensus-based algorithm for multiplayer games
Hui Huang, Jethro Warnett
Recently, the paper [12] introduces a derivative-free consensus-based particle method that finds the Nash equilibrium of non-convex multiplayer games, where it proves the global ex…
math.OC2024★ 5 cited
Self-interacting CBO: Existence, uniqueness, and long-time convergence
Hui Huang, Hicham Kouhkouh
A self-interacting dynamics that mimics the standard Consensus-Based Optimization (CBO) model is introduced. This single-particle dynamics is shown to converge to a unique invarian…