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math.OC2025
Beyond separability: convergence rate of vanishing viscosity approximations to mean field games via FBSDE stability
Winston Yu, Qiang Du, Wenpin Tang
This paper studies the vanishing viscosity approximation to mean field games (MFGs) in with a nonlocal and possibly non-separable Hamiltonian. We prove that the valu…
math.OC2024
Fine-tuning of diffusion models via stochastic control: entropy regularization and beyond
Wenpin Tang, Fuzhong Zhou
This paper aims to develop and provide a rigorous treatment to the problem of entropy regularized fine-tuning in the context of continuous-time diffusion models, which was recently…