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math.PR2024
Concentration bounds for stochastic systems with singular kernels
Joe Jackson, Antonios Zitridis
This note is concerned with weakly interacting stochastic particle systems with possibly singular pairwise interactions. In this setting, we observe a connection between entropic p…
math.PR2023★ 3 cited
Approximately optimal distributed stochastic controls beyond the mean field setting
Joe Jackson, Daniel Lacker
We study high-dimensional stochastic optimal control problems in which many agents cooperate to minimize a convex cost functional. We consider both the full-information problem, in…