Related papers: Mean-field limits for entropic multi-population dy…
We consider a mean-field control problem in which admissible controls are required to be adapted to the common noise filtration. The main objective is to show how the mean-field control problem can be approximates by time consistent…
The theory of mean field games aims at studying deterministic or stochastic differential games (Nash equilibria) as the number of agents tends to infinity. Since very few mean field games have explicit or semi-explicit solutions, numerical…
Relationships between general long-range interacting classical systems on a lattice and the corresponding mean-field models (infinitely long-range interacting models) are investigated. We study systems in arbitrary dimension d for periodic…
Psychological disorders like major depressive disorder can be seen as complex dynamical systems. By looking at symptom activation patterns, we can investigate the dynamic behaviour of individuals to see whether or not they are at risk for…
This paper addresses congested transport, which can be described, at macroscopic scales, by a continuity equation with a pressure variable generated from the hard-congestion constraint (maximum value of the density). The main goal of the…
Mean-field reinforcement learning (MF-RL) scales multi-agent RL to large populations by reducing each agent's dependence on others to a single summary statistic -- the mean action. However, this reduction requires every agent to act at…
We study infinite-horizon Markov Decision Processes (MDPs) with a continuum of heterogeneous agents interacting through a common noise, without assuming exchangeability. We introduce the framework of Conditional Non-Exchangeable Mean Field…
The interrelationships of the fundamental biological processes natural selection, mutation, and stochastic drift are quantified by the entropy rate of Moran processes with mutation, measuring the long-run variation of a Markov process. The…
We derive an upper bound on the maximum balanced bipartite entanglement entropy of ground states of many-body Hamiltonians defined on a graph, agnostic to any particular model, that possesses a nontrivial automorphism group. We show that…
Quantum many-body states that frequently appear in physics often obey an entropy scaling law, meaning that an entanglement entropy of a subsystem can be expressed as a sum of terms that scale linearly with its volume and area, plus a…
The pervasive presence spatial and size structure in biological populations challenges fundamental assumptions at the heart of continuum models of population dynamics based on mean densities (local or global) only. Individual-based models…
Recognising and reacting to change in non-stationary data-streams is a challenging task. The majority of research in this area assumes that the true class label of incoming points are available, either at each time step or intermittently…
We investigate how asymmetric information affects equilibrium price formation in an economy with many interacting agents. Motivated by a finite-player model with two populations of asymmetrically informed agents, we study its mean-field…
Nonlinear feedbacks in the Earth System provide mechanisms that can prove very useful in understanding complex dynamics with relatively simple concepts. For example, the temperature and the ice cover of the planet are linked in a positive…
This paper studies large deviations of a ``fully coupled" finite state mean-field interacting particle system in a fast varying environment. The empirical measure of the particles evolves in the slow time scale and the random environment…
Stochastic dynamical systems consisting of non-invertible continuous maps on an interval are studied. It is proved that if they satisfy the recently introduced so-called $\mu$-injectivity and some mild assumptions, then proximality,…
This paper analyzes and explicitly solves a class of long-term average impulse control problems with a specific mean-field interaction. The underlying process is a general one-dimensional diffusion with appropriate boundary behavior. The…
We study the turnpike phenomenon for optimal control problems with mean field dynamics that are obtained as the limit $N\rightarrow \infty$ of systems governed by a large number $N$ of ordinary differential equations. We show that the…
We study the multi-scale description of large-time collective behavior of agents driven by alignment. The resulting multi-flock dynamics arises naturally with realistic initial configurations consisting of multiple spatial scaling, which in…
Two recently proposed expressions for the computation of the entropy in the microcanonical ensemble are compared, and their equivalence is proved. These expressions are valid for a certain class of statistical mechanics systems, that can be…