2 papers
cs.GT2023
MFGLib: A Library for Mean-Field Games
Xin Guo, Anran Hu, Matteo Santamaria +2
Mean-field games (MFGs) are limiting models to approximate -player games, with a number of applications. Despite the ever-growing numerical literature on computation of MFGs, th…
math.OC2020
Escaping Saddle Points Efficiently with Occupation-Time-Adapted Perturbations
Xin Guo, Jiequn Han, Mahan Tajrobehkar +1
Motivated by the super-diffusivity of self-repelling random walk, which has roots in statistical physics, this paper develops a new perturbation mechanism for optimization algorith…