Cover Image

Oscillating solutions to the mean-field Langevin descent-ascent flow

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Mourrat, Jean-Christophe, Pillaud-Vivien, Loucas
Format:	Preprint
Published:	2026
Subjects:	Optimization and Control Probability 60H10, 49N70
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A Tikhonov theorem for McKean-Vlasov two-scale systems and a new application to mean field optimal control problems
by: Burzoni, Matteo, et al.
Published: (2022)

Convergence for linear quadratic potential mean field games
by: Cecchin, Alekos, et al.
Published: (2026)

Stochastic Control Problems Motivated by Sailboat Trajectory Optimization
by: Ciccarella, Carlo, et al.
Published: (2024)

A Linear-Quadratic Stackelberg Differential Game with Mixed Deterministic and Stochastic Controls
by: Shi, Jingtao, et al.
Published: (2020)

The mean-field control problem for heterogeneous forward-backward systems
by: Sojmark, Andreas, et al.
Published: (2026)

Mean-Field Games with common Poissonian noise: a Maximum Principle approach
by: Hernández-Hernández, Daniel, et al.
Published: (2024)

A Partially Observed Stochastic Linear Stackelberg Differential Game with Poisson Jumps under Mean-Variance Criteria
by: Lin, Jingtao, et al.
Published: (2026)

Global Maximum Principle for Partially Observed Risk-Sensitive Progressive Optimal Control of FBSDE with Poisson Jumps
by: Lin, Jingtao, et al.
Published: (2025)

Major-minor mean field games: common noise helps
by: Delarue, Francois, et al.
Published: (2025)

Weak equilibria of a mean-field market model under asymmetric information
by: Cecchin, Alekos, et al.
Published: (2025)

A particle system approach towards the global well-posedness of master equations for potential mean field games of control
by: Liao, Huafu, et al.
Published: (2024)

Turnpike properties in linear quadratic Gaussian N-player differential games
by: Cohen, Asaf, et al.
Published: (2025)

Convergence Rates of Time Discretization in Extended Mean Field Control
by: Reisinger, Christoph, et al.
Published: (2025)

Small noise asymptotics for a class of jump-diffusions with heavy tails for large times
by: Anugu, Sumith Reddy, et al.
Published: (2026)

A Novel Approach to Peng's Maximum Principle for McKean-Vlasov Stochastic Differential Equations
by: Spille, Johan Benedikt, et al.
Published: (2026)

Intrinsic regularization by noise for $1d$ mean field games
by: Delarue, François, et al.
Published: (2024)

Optimal control of heterogeneous mean-field stochastic differential equations with common noise and applications to financial models
by: de Feo, Filippo, et al.
Published: (2025)

PL conditions do not guarantee convergence of gradient descent-ascent dynamics
by: Mourrat, Jean-Christophe
Published: (2026)

Linear-Quadratic Stackelberg Mean Field Games and Teams with Arbitrary Population Sizes
by: Cong, Wenyu, et al.
Published: (2024)

Direct Approach of Linear-Quadratic Stackelberg Mean Field Games of Backward-Forward Stochastic Systems
by: Cong, Wenyu, et al.
Published: (2024)

Decentralized Strategies for Backward Linear-Quadratic Mean Field Games and Teams
by: Si, Yu, et al.
Published: (2025)

Linear-Quadratic Mean Field Games with Common Noise: A Direct Approach
by: Cong, Wenyu, et al.
Published: (2025)

Linear-Quadratic Partially Observed Mean Field Stackelberg Stochastic Differential Game with Applications
by: Si, Yu, et al.
Published: (2025)

General Linear-Quadratic Mean Field Stochastic Differential Game with Common Noise: A Direct Method
by: Si, Yu, et al.
Published: (2025)

An overlapping information linear-quadratic Stackelberg stochastic differential game with two leaders and two followers
by: Si, Yu, et al.
Published: (2024)

Direct Approach of Indefinite Linear-Quadratic Mean Field Games
by: Cong, Wenyu, et al.
Published: (2024)

Linear-Quadratic Mean Field Stackelberg Stochastic Differential Game with Partial Information and Common Noise
by: Si, Yu, et al.
Published: (2024)

Stochastic Optimal Control for Systems with Drifts of Bounded Variation: A Maximum Principle Approach
by: Bogso, Antoine Marie, et al.
Published: (2025)

A stochastic maximum principle for singular mean-field regime-switching optimal control
by: Somé, Maalvladédon Ganet, et al.
Published: (2025)

A large multi-agent system with noise both in position and control
by: D'Onofrio, Giuseppe, et al.
Published: (2025)

Small Noise Perturbations in Multidimensional Case
by: Pilipenko, Andrey, et al.
Published: (2021)

Explicit local density bounds for Itô-processes with irregular drift
by: Krühner, Paul, et al.
Published: (2023)

Stochastic Optimal Linear Quadratic Controls with A Recursive Cost Functional in Infinite Horizon
by: Li, Lin, et al.
Published: (2026)

Stochastic Optimal Linear Quadratic Controls with A Recursive Cost Functional
by: Li, Lin, et al.
Published: (2026)

MP and DPP for Mean-Variance Portfolio Selection Problem with Poisson Jumps, Recursive Utility and Their Relationship
by: Zhang, Qiyue, et al.
Published: (2025)

A class of stochastic control problems with state constraints
by: De Angelis, Tiziano, et al.
Published: (2026)

Classical solution of path-dependent mean-field semilinear PDEs
by: Tang, Shanjian, et al.
Published: (2021)

Infinite dimensional open-loop linear quadratic stochastic optimal control problems and related games
by: Jing, Guangdong
Published: (2024)

The exponential turnpike phenomenon for mean field game systems: weakly monotone drifts and small interactions
by: Cecchin, Alekos, et al.
Published: (2024)

Ergodicity and turnpike properties of linear-quadratic mean field control problems
by: Bayraktar, Erhan, et al.
Published: (2025)