27 citations · 56 across the 14 of their papers we have counts for
3 papers · 1 filter
Convex geometry of diffusion laws and gradient flows for stochastic control
Yupeng Bai, Louis-Pierre Chaintron, Zhenjie Ren +1
We study gradient-type dynamics for weak stochastic control through the laws of controlled diffusions on path space. Although the objective is generally nonconvex in the drift, a u…
Self-fictitious-play for Potential Monotone Ergodic Mean-field Games
Yupeng Bai, Mathieu Laurière, Zhenjie Ren +1
We investigate long-time learning in ergodic, potential, monotone mean-field games (MFGs) via a self-fictitious-play (SFP) dynamics coupling an optimally controlled diffusion with…
Entropic Fictitious Play for Mean Field Optimization Problem
Fan Chen, Zhenjie Ren, Songbo Wang
We study two-layer neural networks in the mean field limit, where the number of neurons tends to infinity. In this regime, the optimization over the neuron parameters becomes the o…