From Nash Equilibrium to Social Optimum and Back: A Mean Field Perspective [0.03%]
从纳什均衡到社会 optimum 以及返回：均值场视角
René Carmona,Gökçe Dayanıklı,François Delarue et al.
René Carmona et al.
Mean field games (MFGs) and mean field control (MFC) have been introduced to study large populations of strategic players. They correspond respectively to non-cooperative or cooperative scenarios, where the aim is to find the Nash equilibri...
Antoine Jacquier,Žan Žurič
Antoine Jacquier
We construct a deep learning-based numerical algorithm to solve path-dependent partial differential equations arising in the context of rough volatility. Our approach is based on interpreting the PDE as a solution to an BSDE, building upon ...
Nonlinear Monte Carlo Methods with Polynomial Runtime for Bellman Equations of Discrete Time High-Dimensional Stochastic Optimal Control Problems [0.03%]
求解离散时间高维随机最优控制问题的贝尔曼方程的多项式复杂度的非线性蒙特卡洛方法
Christian Beck,Arnulf Jentzen,Konrad Kleinberg et al.
Christian Beck et al.
Discrete time stochastic optimal control problems and Markov decision processes (MDPs), respectively, serve as fundamental models for problems that involve sequential decision making under uncertainty and as such constitute the theoretical ...
Andrea Bovo,Tiziano De Angelis,Jan Palczewski
Andrea Bovo
We study zero-sum stochastic games between a singular controller and a stopper when the (state-dependent) diffusion matrix of the underlying controlled diffusion process is degenerate. In particular, we show the existence of a value for the...
Rogelio Ortigosa-Martínez,Jesús Martínez-Frutos,Carlos Mora-Corral et al.
Rogelio Ortigosa-Martínez et al.
This paper is concerned with the growth-driven shape-programming problem, which involves determining a growth tensor that can produce a deformation on a hyperelastic body reaching a given target shape. We consider the two cases of globally ...
On the Determination of Lagrange Multipliers for a Weighted LASSO Problem Using Geometric and Convex Analysis Techniques [0.03%]
利用几何和凸分析技术确定加权LASSO问题的拉格朗日乘子的方法研究
Gianluca Giacchi,Bastien Milani,Benedetta Franceschiello
Gianluca Giacchi
Compressed Sensing (CS) encompasses a broad array of theoretical and applied techniques for recovering signals, given partial knowledge of their coefficients, cf. Candés (C. R. Acad. Sci. Paris, Ser. I 346, 589-592 (2008)), Candés et al. ...
A Unified Approach to Shape and Topological Sensitivity Analysis of Discretized Optimal Design Problems [0.03%]
求解离散化最优设计问题的形状和拓扑灵敏度分析的统一方法
P Gangl,M H Gfrerer
P Gangl
We introduce a unified sensitivity concept for shape and topological perturbations and perform the sensitivity analysis for a discretized PDE-constrained design optimization problem in two space dimensions. We assume that the design is repr...
Time Rescaling of a Primal-Dual Dynamical System with Asymptotically Vanishing Damping [0.03%]
具有渐近消失阻尼的原对偶动力系统的时尺度变换
David Alexander Hulett,Dang-Khoa Nguyen
David Alexander Hulett
In this work, we approach the minimization of a continuously differentiable convex function under linear equality constraints by a second-order dynamical system with an asymptotically vanishing damping term. The system under consideration i...
Structural Changes in Nonlocal Denoising Models Arising Through Bi-Level Parameter Learning [0.03%]
非局部去噪模型中的结构变化通过双层参数学习产生
Elisa Davoli,Rita Ferreira,Carolin Kreisbeck et al.
Elisa Davoli et al.
We introduce a unified framework based on bi-level optimization schemes to deal with parameter learning in the context of image processing. The goal is to identify the optimal regularizer within a family depending on a parameter in a genera...
On the Strong Subregularity of the Optimality Mapping in an Optimal Control Problem with Pointwise Inequality Control Constraints [0.03%]
一类带逐点不等式约束最优控制问题的优性映射的强次正则性
N P Osmolovskii,V M Veliov
N P Osmolovskii
This paper presents sufficient conditions for strong metric subregularity (SMsR) of the optimality mapping associated with the local Pontryagin maximum principle for Mayer-type optimal control problems with pointwise control constraints giv...