相关论文: Deep Generalized Schr\"odinger Bridge

Simulating trajectories of multi-particle systems on complex energy landscapes is a central task in molecular dynamics (MD) and drug discovery, but remains challenging at scale due to computationally expensive and long simulations. Previous…

This paper presents a Mean Field Game (MFG) model for maritime traffic flow, treating the navigation of ships between seaports as a large-scale stochastic control problem. The MFG framework enables the modeling of agents at a microscopic…

Generating samples from a probability distribution is a fundamental task in machine learning and statistics. This article proposes a novel scheme for sampling from a distribution for which the probability density $\mu({\bf x})$ for ${\bf…

Multiagent reinforcement learning algorithms have not been widely adopted in large scale environments with many agents as they often scale poorly with the number of agents. Using mean field theory to aggregate agents has been proposed as a…

Multi-modal brain MRI provides essential complementary information for clinical diagnosis. However, acquiring all modalities in practice is often constrained by time and cost. To address this, various methods have been proposed to generate…

The main difficulty that arises in the analysis of most machine learning algorithms is to handle, analytically and numerically, a large number of interacting random variables. In this Ph.D manuscript, we revisit an approach based on the…

Mean-field games (MFGs) are models of large populations of rational agents who seek to optimize an objective function that takes into account their location and the distribution of the remaining agents. Here, we consider stationary MFGs…

We develop a splitting method to prove the well-posedness, in short time, of solutions for two master equations in mean field game (MFG) theory: the second order master equation, describing MFGs with a common noise, and the system of master…

The mean field algorithm is a widely used approximate inference algorithm for graphical models whose exact inference is intractable. In each iteration of mean field, the approximate marginals for each variable are updated by getting…

In this paper, we study the fundamental statistical efficiency of Reinforcement Learning in Mean-Field Control (MFC) and Mean-Field Game (MFG) with general model-based function approximation. We introduce a new concept called Mean-Field…

Neural network-based methods are effective for solving equilibria in Mean-Field Games (MFGs), particularly in high-dimensional settings. However, solving the coupled partial differential equations (PDEs) in MFGs limits their applicability…

In this paper, we study a large population game with heterogeneous dynamics and cost functions solving a consensus problem. Moreover, the agents have communication constraints which appear as: (1) an Additive-White Gaussian Noise (AWGN)…

Mean-field games (MFG) were introduced to efficiently analyze approximate Nash equilibria in large population settings. In this work, we consider entropy-regularized mean-field games with a finite state-action space in a discrete time…

Schr\"odinger bridges have emerged as an enabling framework for unveiling the stochastic dynamics of systems based on marginal observations at different points in time. The terminology "bridge'' refers to a probability law that suitably…

Mean-Field Control (MFC) is a powerful tool to solve Multi-Agent Reinforcement Learning (MARL) problems. Recent studies have shown that MFC can well-approximate MARL when the population size is large and the agents are exchangeable.…

Given two boundary distributions, the Schr\"odinger Bridge (SB) problem seeks the ``most likely`` random evolution between them with respect to a reference process. It has revealed rich connections to recent machine learning methods for…

The optimal transport problem has recently developed into a powerful framework for various applications in estimation and control. Many of the recent advances in the theory and application of optimal transport are based on regularizing the…

Mean-field games (MFGs) are models for large populations of competing rational agents that seek to optimize a suitable functional. In the case of congestion, this functional takes into account the difficulty of moving in high-density areas.…

The mean field games (MFG) theory has broad application in mathematical modeling of social phenomena. The Mean Field Games System (MFGS) is the key to the MFG theory. This is a system of two nonlinear parabolic partial differential…

This article introduces a novel mean-field game model for multi-sector economic growth in which a dynamically evolving externality, influenced by the collective actions of agents, plays a central role. Building on classical growth theories…