3 citations · 6 across the 11 of their papers we have counts for
12 papers
Error estimates for finite-dimensional approximations of Hamilton-Jacobi-Bellman equations on the Wasserstein space
Samuel Daudin, Joe Jackson, Benjamin Seeger
In this paper, we study a Hamilton-Jacobi-Bellman (HJB) equation set on the Wasserstein space , with a second order term arising from a purely common n…
Genericity of Polyak-Lojasiewicz Inequalities for Entropic Mean-Field Neural ODEs
Samuel Daudin, François Delarue
We address the behavior of idealized deep residual neural networks (ResNets), modeled via an optimal control problem set over continuity (or adjoint transport) equations. The conti…
Optimal rate of convergence in the vanishing viscosity for uniformly convex Hamilton-Jacobi equations
Louis-Pierre Chaintron, Samuel Daudin
The purpose of this note is to provide an optimal rate of convergence in the vanishing viscosity regime for first-order Hamilton-Jacobi equations with uniformly convex Hamiltonian.…
Optimal rate of convergence in the vanishing viscosity for quadratic Hamilton-Jacobi equations
Louis-Pierre Chaintron, Samuel Daudin
The purpose of this note is to provide an optimal rate of convergence in the vanishing viscosity regime for first-order Hamilton-Jacobi equations with purely quadratic Hamiltonian.…
Quantitative convergence for mean field control with common noise and degenerate idiosyncratic noise
Alekos Cecchin, Samuel Daudin, Joe Jackson +1
We consider the convergence problem in the setting of mean field control with common noise and degenerate idiosyncratic noise. Our main results establish a rate of convergence of t…
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…
A comparison principle for semilinear Hamilton-Jacobi-Bellman equations in the Wasserstein space
Samuel Daudin, Benjamin Seeger
The goal of this paper is to prove a comparison principle for viscosity solutions of semilinear Hamilton-Jacobi equations in the space of probability measures. The method involves…
Mean-field limit for stochastic control problems under state constraint
Samuel Daudin
We study the convergence problem of mean-field control theory in the presence of state constraints and non-degenerate idiosyncratic noise. Our main result is the convergence of the…
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…
An algebraic convergence rate for the optimal control of McKean-Vlasov dynamics
Pierre Cardaliaguet, Samuel Daudin, Joe Jackson +1
We establish an algebraic rate of convergence in the large number of players limit of the value functions of N-particle stochastic control problems towards the value function of th…
Optimal control of the Fokker-Planck equation under state constraints in the Wasserstein space
Samuel Daudin
We analyze a problem of optimal control of the Fokker-Planck equation with state constraints in the Wasserstein space of probability measures. Our main result is to derive optimali…
Optimal Control of Diffusion Processes with Terminal Constraint in Law
Samuel Daudin
Stochastic optimal control problems with constraints on the probability distribution of the final output are considered. Necessary conditions for optimality in the form of a couple…