3 papers
math.PR2026
Accelerating sampling via asymptotic relaxation enhancing flows
Yuanyuan Feng, Lei Li, Jian-Guo Liu +1
In this paper, we accelerate Langevin Monte Carlo sampling from Gibbs measures by adding a large drift that preserves the invariant measure. For warm-start ini…
math.OC2025
Equilibrium Correction Iteration for A Class of Mean-Field Game Inverse Problem
Jiajia Yu, Jian-Guo Liu, Hongkai Zhao
This work investigates the ambient potential identification problem in inverse Mean-Field Games (MFGs), where the goal is to recover the unknown potential from the value function a…
math.OC2025
Convergence Analysis and Acceleration of Fictitious Play for General Mean-Field Games via the Best Response
Jiajia Yu, Xiuyuan Cheng, Jian-Guo Liu +1
A mean-field game (MFG) seeks the Nash Equilibrium of a game involving a continuum of players, where the Nash Equilibrium corresponds to a fixed point of the best-response mapping.…