Science· Paris
Élise Devey - A Frank-Wolfe-Type Algorithm for High-Dimensional Stochastic Control Problems with Non-Exchangeable Agents
This event features a talk by Élise Devey presenting a Frank-Wolfe-type algorithm designed to solve high-dimensional stochastic control problems involving large populations of agents whose behaviors and interactions are non-exchangeable (i.e., agents cannot be treated as statistically interchangeable). The work addresses computational challenges in mean-field-type control settings where standard m