210 citations · 416 across the 36 of their papers we have counts for
5 papers · 1 filter
Bridging Mean-Field Games and Normalizing Flows with Trajectory Regularization
Han Huang, Jiajia Yu, Jie Chen +1
Mean-field games (MFGs) are a modeling framework for systems with a large number of interacting agents. They have applications in economics, finance, and game theory. Normalizing f…
Computational Mean-field Games on Manifolds
Jiajia Yu, Rongjie Lai, Wuchen Li +1
Conventional Mean-field games/control study the behavior of a large number of rational agents moving in the Euclidean spaces. In this work, we explore the mean-field games on Riema…
A Fast Proximal Gradient Method and Convergence Analysis for Dynamic Mean Field Planning
Jiajia Yu, Rongjie Lai, Wuchen Li +1
In this paper, we propose an efficient and flexible algorithm to solve dynamic mean-field planning problems based on an accelerated proximal gradient method. Besides an easy-to-imp…
Global Optimization with Orthogonality Constraints via Stochastic Diffusion on Manifold
Honglin Yuan, Xiaoyi Gu, Rongjie Lai +1
Orthogonality constrained optimization is widely used in applications from science and engineering. Due to the nonconvex orthogonality constraints, many numerical algorithms often…
Optimal Impulse Control of a Simple Reparable System in a Nonreflexive Banach Space
Weiwei Hu, Rongjie Lai, Houbao Xu +1
We discuss the problem of optimal impulse control representing the preventive maintenance of a simple reparable system. The system model is governed by coupled transport and integr…