2 papers
math.NA2026
State-dependent temperature control in Langevin diffusions using numerical exploratory Hamiltonian-Jacobi-Bellman equations
Taorui Wang, Xun Li, Gu Wang +1
Choosing how much noise to add in Langevin dynamics is essential for making these algorithms effective in challenging optimization problems. One promising approach is to determine…
math.OC2026
Ergodic McKean-Vlasov Games: Verification Theorems and Linear-Quadratic Applications
Qingshuo Song, Gu Wang, Zuo Quan Xu +1
This paper investigates two-player ergodic nonzero-sum stochastic differential games with McKean-Vlasov dynamics. We establish a verification theorem connecting solutions of couple…