Function approximation by neural nets in the mean-field regime: Entropic regularization and controlled McKean-Vlasov dynamics
Fuente:
arXiv
Guardado en:
| Autores principales: | Tzen, Belinda, Raginsky, Maxim |
|---|---|
| Formato: | Preprint |
| Publicado: |
2020
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Conditional McKean-Vlasov control
por: Carmona, René, et al.
Publicado: (2025)
por: Carmona, René, et al.
Publicado: (2025)
Projected McKean--Vlasov Dynamics for Entropic Weak Optimal Transport
por: Sauldubois, Nathan, et al.
Publicado: (2026)
por: Sauldubois, Nathan, et al.
Publicado: (2026)
Infinite horizon McKean-Vlasov FBSDEs and applications to mean field control problems
por: Hua, Tianjiao, et al.
Publicado: (2024)
por: Hua, Tianjiao, et al.
Publicado: (2024)
Mean-field neural networks-based algorithms for McKean-Vlasov control problems *
por: Pham, Huyên, et al.
Publicado: (2022)
por: Pham, Huyên, et al.
Publicado: (2022)
A limit theory for controlled McKean-Vlasov SPDEs
por: Criens, David
Publicado: (2023)
por: Criens, David
Publicado: (2023)
Optimal Control of McKean--Vlasov Branching Diffusion Processes
por: Claisse, Julien, et al.
Publicado: (2025)
por: Claisse, Julien, et al.
Publicado: (2025)
Well-posedness of McKean-Vlasov generalized multivalued BSDEs
por: Liu, Qi, et al.
Publicado: (2025)
por: Liu, Qi, et al.
Publicado: (2025)
Path integral control under McKean-Vlasov dynamics
por: Bennett, Timothy
Publicado: (2024)
por: Bennett, Timothy
Publicado: (2024)
Well-posedness and approximation of reflected McKean-Vlasov SDEs with applications
por: Hinds, P. D., et al.
Publicado: (2024)
por: Hinds, P. D., et al.
Publicado: (2024)
Regularity and stability for the Gibbs conditioning principle on path space via McKean-Vlasov control
por: Chaintron, Louis-Pierre, et al.
Publicado: (2024)
por: Chaintron, Louis-Pierre, et al.
Publicado: (2024)
Optimal control of McKean-Vlasov systems under partial observation and hidden Markov switching
por: Fuhrman, Marco, et al.
Publicado: (2026)
por: Fuhrman, Marco, et al.
Publicado: (2026)
Well-posedness and propagation of chaos for McKean-Vlasov stochastic variational inequalities
por: Ning, Ning, et al.
Publicado: (2024)
por: Ning, Ning, et al.
Publicado: (2024)
Set-valued propagation of chaos for controlled path-dependent McKean-Vlasov SPDEs
por: Criens, David, et al.
Publicado: (2023)
por: Criens, David, et al.
Publicado: (2023)
A variational approach to sampling in diffusion processes
por: Raginsky, Maxim
Publicado: (2024)
por: Raginsky, Maxim
Publicado: (2024)
One-Dimensional McKean-Vlasov Stochastic Variational Inequalities and Coupled BSDEs with Locally Holder Noise Coefficients
por: Ning, Ning, et al.
Publicado: (2023)
por: Ning, Ning, et al.
Publicado: (2023)
Revisiting Stochastic Realization Theory using Functional Itô Calculus
por: Veeravalli, Tanya, et al.
Publicado: (2024)
por: Veeravalli, Tanya, et al.
Publicado: (2024)
Transposition Approach to Optimal Control of McKean-Vlasov SPDEs
por: Chen, Liangying, et al.
Publicado: (2026)
por: Chen, Liangying, et al.
Publicado: (2026)
Learning Generative Dynamics with Soft Law Constraints: A McKean-Vlasov FBSDE Approach
por: Boustany, Samer El, et al.
Publicado: (2026)
por: Boustany, Samer El, et al.
Publicado: (2026)
McKean-Vlasov forward-backward doubly stochastic differential equations and applications to stochastic control
por: Al-Hussein, AbdulRahman, et al.
Publicado: (2024)
por: Al-Hussein, AbdulRahman, et al.
Publicado: (2024)
Numerical approximations of McKean Anticipative Backward Stochastic Differential Equations arising in Initial Margin requirements
por: Agarwal, A., et al.
Publicado: (2024)
por: Agarwal, A., et al.
Publicado: (2024)
A Tikhonov theorem for McKean-Vlasov two-scale systems and a new application to mean field optimal control problems
por: Burzoni, Matteo, et al.
Publicado: (2022)
por: Burzoni, Matteo, et al.
Publicado: (2022)
Infinite Time Horizon Optimal Control of McKean-Vlasov SDEs
por: Rudà, Silvia
Publicado: (2025)
por: Rudà, Silvia
Publicado: (2025)
Separating Geometry from Probability in the Analysis of Generalization
por: Raginsky, Maxim, et al.
Publicado: (2026)
por: Raginsky, Maxim, et al.
Publicado: (2026)
Expressivity of Quadratic Neural ODEs
por: Hanson, Joshua, et al.
Publicado: (2025)
por: Hanson, Joshua, et al.
Publicado: (2025)
Rademacher Complexity of Neural ODEs via Chen-Fliess Series
por: Hanson, Joshua, et al.
Publicado: (2024)
por: Hanson, Joshua, et al.
Publicado: (2024)
Designing Algorithms for Entropic Optimal Transport from an Optimisation Perspective
por: Srinivasan, Vishwak, et al.
Publicado: (2025)
por: Srinivasan, Vishwak, et al.
Publicado: (2025)
Mirror Descent-Ascent for mean-field min-max problems
por: Lascu, Razvan-Andrei, et al.
Publicado: (2024)
por: Lascu, Razvan-Andrei, et al.
Publicado: (2024)
Non-convex entropic mean-field optimization via Best Response flow
por: Lascu, Razvan-Andrei, et al.
Publicado: (2025)
por: Lascu, Razvan-Andrei, et al.
Publicado: (2025)
On propagation of chaos for the Fisher-Rao gradient flow in entropic mean-field optimization
por: Lazić, Petra, et al.
Publicado: (2026)
por: Lazić, Petra, et al.
Publicado: (2026)
A Fisher-Rao gradient flow for entropic mean-field min-max games
por: Lascu, Razvan-Andrei, et al.
Publicado: (2024)
por: Lascu, Razvan-Andrei, et al.
Publicado: (2024)
Entropic mean-field min-max problems via Best Response flow
por: Lascu, Razvan-Andrei, et al.
Publicado: (2023)
por: Lascu, Razvan-Andrei, et al.
Publicado: (2023)
Approximation and interpolation of deep neural networks
por: Constantinescu, Vlad-Raul, et al.
Publicado: (2023)
por: Constantinescu, Vlad-Raul, et al.
Publicado: (2023)
Deep Signature Approach for McKean-Vlasov FBSDEs in a Random Environment
por: Hu, Ruimeng, et al.
Publicado: (2025)
por: Hu, Ruimeng, et al.
Publicado: (2025)
ODE approximation for the Adam algorithm: General and overparametrized setting
por: Dereich, Steffen, et al.
Publicado: (2025)
por: Dereich, Steffen, et al.
Publicado: (2025)
Asymptotic regularity of a generalised stochastic Halpern scheme
por: Pischke, Nicholas, et al.
Publicado: (2024)
por: Pischke, Nicholas, et al.
Publicado: (2024)
Efficient Risk-sensitive Planning via Entropic Risk Measures
por: Marthe, Alexandre, et al.
Publicado: (2025)
por: Marthe, Alexandre, et al.
Publicado: (2025)
Stochastic Inverse Problem: stability, regularization and Wasserstein gradient flow
por: Li, Qin, et al.
Publicado: (2024)
por: Li, Qin, et al.
Publicado: (2024)
Pontryagin Maximum Principle for McKean-Vlasov Stochastic Reaction-Diffusion Equations
por: Spille, Johan Benedikt, et al.
Publicado: (2025)
por: Spille, Johan Benedikt, et al.
Publicado: (2025)
Learning operators on labelled conditional distributions with applications to mean field control of non exchangeable systems
por: Mekkaoui, Samy, et al.
Publicado: (2026)
por: Mekkaoui, Samy, et al.
Publicado: (2026)
Polygonal Unadjusted Langevin Algorithms: Creating stable and efficient adaptive algorithms for neural networks
por: Lim, Dong-Young, et al.
Publicado: (2021)
por: Lim, Dong-Young, et al.
Publicado: (2021)
Ejemplares similares
-
Conditional McKean-Vlasov control
por: Carmona, René, et al.
Publicado: (2025) -
Projected McKean--Vlasov Dynamics for Entropic Weak Optimal Transport
por: Sauldubois, Nathan, et al.
Publicado: (2026) -
Infinite horizon McKean-Vlasov FBSDEs and applications to mean field control problems
por: Hua, Tianjiao, et al.
Publicado: (2024) -
Mean-field neural networks-based algorithms for McKean-Vlasov control problems *
por: Pham, Huyên, et al.
Publicado: (2022) -
A limit theory for controlled McKean-Vlasov SPDEs
por: Criens, David
Publicado: (2023)