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math.OC2026

Implicit Neural Optimal Transport via Fixed-Point Optimization

Yesom Park, Eric Gelphman, Stanley Osher +1

We propose an implicit neural formulation of optimal transport that eliminates adversarial min--max optimization and multi-network architectures commonly used in existing approache…

math.OC2026

On the Convergence of Jacobian-Free Backpropagation for Optimal Control Problems with Implicit Hamiltonians

Eric Gelphman, Deepanshu Verma, Nicole Tianjiao Yang +2

Optimal feedback control with implicit Hamiltonians poses a fundamental challenge for learning-based value function methods due to the absence of closed-form optimal control laws.…

math.OC2025

End-to-End Training of High-Dimensional Optimal Control with Implicit Hamiltonians via Jacobian-Free Backpropagation

Eric Gelphman, Deepanshu Verma, Nicole Tianjiao Yang +2

Neural network approaches that parameterize value functions have succeeded in approximating high-dimensional optimal feedback controllers when the Hamiltonian admits explicit formu…

math.OC2024

Laplace Meets Moreau: Smooth Approximation to Infimal Convolutions Using Laplace's Method

Ryan J. Tibshirani, Samy Wu Fung, Howard Heaton +1

We study approximations to the Moreau envelope -- and infimal convolutions more broadly -- based on Laplace's method, a classical tool in analysis which ties certain integrals to s…

math.OC2024

Kernel Expansions for High-Dimensional Mean-Field Control with Non-local Interactions

Alexander Vidal, Samy Wu Fung, Stanley Osher +2

Mean-field control (MFC) problems aim to find the optimal policy to control massive populations of interacting agents. These problems are crucial in areas such as economics, physic…