We introduce a class of finite- and infinite-horizon discrete-time control problems for studying macroscale systems in discrete time, which we refer to as mean-field terminal value problems (MFTVPs). An MFTVP takes a terminal \(Q\)-function as input and, starting from this terminal \(Q\)-function, seeks an indefinite b...
This work uses causal optimal transport to define loss functions that identify a minimum-entropy control for guidance under minimal assumptions in conditioned generative models.
We revisit the problem of computing mean-field equilibria (MFEs) in discrete-time, monotone, finite-horizon mean-field games (MFGs). We show that, when the transition kernel is independent of the state-measure term and the reward function satisfies the usual weak monotonicity condition and is Lipschitz continuous, anch...
We study contraction properties of non-stationary continuous-time mean-field games (MFGs) under discounting and entropy regularization. The state of the representative agent evolves according to a controlled continuous-time Markov chain, and both the state and action spaces are finite. In contrast to the undiscounted c...
Jun-Ji Yan, U. Aydın, T. Başar· 0 citations
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