10 papers
Control and optimization for Neural Partial Differential Equations in Supervised Learning
Alain Bensoussan, Minh-Binh Tran, Bangjie Wang
Although there is a substantial body of literature on control and optimization problems for parabolic and hyperbolic systems, the specific problem of controlling and optimizing the…
A Class of Degenerate Mean Field Games, Associated FBSDEs and Master Equations
Alain Bensoussan, Ziyu Huang, Shanjian Tang +1
In this paper, we study a class of degenerate mean field games (MFGs) with state-distribution dependent and unbounded functional diffusion coefficients. With a probabilistic method…
A Variational Approach to Mean Field Type Control
Alain Bensoussan, Ziyu Huang, Sheung Chi Phillip Yam
Variational methods have been used to study stochastic control for long, see Bensoussan (1982) and Bensoussan-Lions (1978) for the early works. More precisely, variational approach…
On Convergence Rates of General -Player Stackelberg Games to their Mean Field Limits
Alain Bensoussan, Ziyu Huang, Sheng Wang +1
In this article, we establish precise convergence rates of a general class of -Player Stackelberg games to their mean field limits, which allows the response time delay of infor…
Mean Field Type Control Problems Driven by Jump-diffusions
Alain Bensoussan, Ziyu Huang, Shanjian Tang +1
In this article, we apply a probabilistic approach to study general mean field type control (MFTC) problems with jump-diffusions, and give the first global-in-time solution. We all…
Second Order Fully Nonlinear Mean Field Games with Degenerate Diffusions
Alain Bensoussan, Ziyu Huang, Shanjian Tang +1
In this article, we study the global-in-time well-posedness of second order mean field games (MFGs) with both nonlinear drift functions simultaneously depending on the state, distr…