McKean Vlasov

McKean-Vlasov equations describe the dynamics of systems with many interacting agents, where each agent's behavior depends on the overall distribution of the entire population. Current research focuses on developing efficient computational methods, particularly employing neural networks and graph-based representations, to solve these equations in high-dimensional settings and with complex interactions, including those involving full distributional dependence. These advancements are crucial for tackling challenging problems in diverse fields such as plasma physics, reinforcement learning, and stochastic optimization, offering improved modeling and control capabilities for complex systems.

Papers