3 papers
math.PR2026
Uniform-in-time propagation of chaos for consensus-based minimax algorithm
Erhan Bayraktar, Zhiyan Ding, Ibrahim Ekren +1
We study the large-population convergence of a consensus-based algorithm for the saddle point problem proposed by ArXiv: 2212.12334, establishing the uniform-in-time propagation of…
eess.SY2025
Finite Sample Analyses for Continuous-time Linear Systems: System Identification and Online Control
Hongyi Zhou, Jingwei Li, Jingzhao Zhang
Real world evolves in continuous time but computations are done from finite samples. Therefore, we study algorithms using finite observations in continuous-time linear dynamical sy…
math.OC2025
Uniform-in-time weak propagation of chaos for consensus-based optimization
Erhan Bayraktar, Ibrahim Ekren, Hongyi Zhou
We study the uniform-in-time weak propagation of chaos for the consensus-based optimization (CBO) method on a bounded searching domain. We apply the methodology for studying long-t…