8 citations · 8 across the 8 of their papers we have counts for
3 papers · 1 filter
Robust mean-field control under common noise uncertainty
Mathieu Laurière, Ariel Neufeld, Kyunghyun Park
We propose and analyze a framework for discrete-time robust mean-field control problems under common noise uncertainty. In this framework, the mean-field interaction describes the…
Scaling limits of multi-period distributionally robust optimization problems
Max Nendel, Ariel Neufeld, Kyunghyun Park +1
We examine the scaling limit of multi-period distributionally robust optimization (DRO) problems via a semigroup approach. Each period involves a worst-case maximization over distr…
Provably convergent stochastic fixed-point algorithm for free-support Wasserstein barycenter of continuous non-parametric measures
Zeyi Chen, Ariel Neufeld, Qikun Xiang
We develop an estimator-based stochastic fixed-point framework for approximately computing the 2-Wasserstein barycenter of continuous, non-parametric probability measures. Notably,…