3 citations · 9 across the 15 of their papers we have counts for
4 papers · 1 filter
Well-posedness of Hamilton-Jacobi equations in the Wasserstein space: non-convex Hamiltonians and common noise
Samuel Daudin, Joe Jackson, Benjamin Seeger
We establish the well-posedness of viscosity solutions for a class of semi-linear Hamilton-Jacobi equations set on the space of probability measures on the torus. In particular, we…
On the Optimal Rate for the Convergence Problem in Mean Field Control
Samuel Daudin, François Delarue, Joe Jackson
The goal of this work is to obtain optimal rates for the convergence problem in mean field control. Our analysis covers cases where the solutions to the limiting problem may not be…
Quantitative convergence for displacement monotone mean field games with controlled volatility
Joe Jackson, Ludovic Tangpi
We study the convergence problem for mean field games with common noise and controlled volatility. We adopt the strategy recently put forth by Laurière and the second author, using…
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…