A differentiable neural framework for learning state- and time-dependent parameters of finite-state mean field games from population trajectories via implicit differentiation.
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A new cooperative localization algorithm based on overlapping covariance intersection is fully distributed, provably recursively consistent, and scalable to ultra large-scale multi-agent systems without performance loss from ignored cross-correlations.
Neural surrogates enable a four-stage alternating algorithm for nonlocal mean-field Schrödinger bridges with linear scaling and Gronwall stability bounds.
Existence is proved for solutions of nonlinear stationary Kolmogorov equations with partially degenerate diffusion and discontinuous coefficients using a Lyapunov integral condition and projection regularity.
Causal PDE-Control Models combine causal drivers with PDE control and filtering to deliver interpretable dynamic portfolio rules that outperform benchmarks in Sharpe ratio and turnover on U.S. equity data.
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Consistent Distributed Cooperative Localization for Ultra Large-Scale Multi-agent Systems
A new cooperative localization algorithm based on overlapping covariance intersection is fully distributed, provably recursively consistent, and scalable to ultra large-scale multi-agent systems without performance loss from ignored cross-correlations.