3 papers
eess.SY2026
Mean-field control barrier functions for stochastic multi-agent systems
Cinzia Tomaselli, Gian Carlo Maffettone, Samy Wu Fung +2
Many applications involving multi-agent systems require fulfilling safety constraints. Control barrier functions offer a systematic framework to enforce forward invariance of safet…
math.NA2026
Differentiating through Stochastic Differential Equations: A Primer
Rishi Leburu, Levon Nurbekyan, Lars Ruthotto
Dynamical systems are essential to model various phenomena in physics, finance, economics, and are also of current interest in machine learning. A central modeling task is investig…
math.OC2025
A primal-dual price-optimization method for computing equilibrium prices in mean-field games models
Xu Wang, Samy Wu Fung, Levon Nurbekyan
We develop a simple yet efficient Lagrangian method for computing equilibrium prices in a mean-field game price-formation model. We prove that equilibrium prices are optimal in ter…