2 papers
math.OC2026
Well-posedness and mean-field limit estimate of a consensus-based algorithm for min-max problems
Hui Huang, Jethro Warnett
The recent work arXiv:2407.17373 proposes a derivative-free consensus-based particle method that computes global solutions to nonconvex-nonconcave min-max problems and establishes…
math.OC2025
Well-posedness and mean-field limit estimate of a consensus-based algorithm for multiplayer games
Hui Huang, Jethro Warnett
Recently, the paper [12] introduces a derivative-free consensus-based particle method that finds the Nash equilibrium of non-convex multiplayer games, where it proves the global ex…