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math.OC2024
Laplace Meets Moreau: Smooth Approximation to Infimal Convolutions Using Laplace's Method
Ryan J. Tibshirani, Samy Wu Fung, Howard Heaton +1
We study approximations to the Moreau envelope -- and infimal convolutions more broadly -- based on Laplace's method, a classical tool in analysis which ties certain integrals to s…
math.OC2024
Kernel Expansions for High-Dimensional Mean-Field Control with Non-local Interactions
Alexander Vidal, Samy Wu Fung, Stanley Osher +2
Mean-field control (MFC) problems aim to find the optimal policy to control massive populations of interacting agents. These problems are crucial in areas such as economics, physic…