no code implementations • 29 Jul 2020 • Anna Kazeykina, Zhenjie Ren, Xiaolu Tan, Junjian Yang
The results on the MFL equation can be applied to study the convergence of the Hamiltonian gradient descent algorithm for the overparametrized optimization.
no code implementations • 6 Apr 2020 • Giovanni Conforti, Anna Kazeykina, Zhenjie Ren
As applications, the dynamic games can be treated as games on a random environment when one treats the time horizon as the environment.
no code implementations • 16 Sep 2019 • Kaitong Hu, Anna Kazeykina, Zhenjie Ren
We introduce a system of mean-field Langevin equations, the invariant measure of which is shown to be the optimal control of the initial problem under mild conditions.
