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math.OC2026
Learning under Opponent Unawareness in Linear-Quadratic Stochastic Games
Dantong Chu, Xuefeng Gao, Yufei Zhang
As firms increasingly deploy machine learning for strategic decision-making, understanding algorithmic interactions has become central to operations research and economics. This pa…
math.OC2025
Convergence Rates of Time Discretization in Extended Mean Field Control
Christoph Reisinger, Wolfgang Stockinger, Maria Olympia Tsianni +1
Piecewise constant control approximation provides a practical framework for designing numerical schemes of continuous-time control problems. We analyze the accuracy of such approxi…
math.OC2024
A fast iterative PDE-based algorithm for feedback controls of nonsmooth mean-field control problems
Christoph Reisinger, Wolfgang Stockinger, Yufei Zhang
We propose a PDE-based accelerated gradient algorithm for optimal feedback controls of McKean-Vlasov dynamics that involve mean-field interactions both in the state and action. The…