作者：Chen, Tian; Nie, Tianyang; Wu, Zhen
作者单位：Shandong University; Shandong University
摘要：This paper investigates an indefinite linear-quadratic partially observed meanfield game with common noise, incorporating both state-average and control-average effects. In our model, each agent's state is observed through both individual and public observations, which are modeled as general stochastic processes rather than Brownian motions. It is noteworthy that the weighting matrices in the cost functional are allowed to be indefinite. We derive the optimal decentralized strategies using the...
作者：Grimmer, Benjamin; Shu, Kevin; Wang, Alex L.
作者单位：Johns Hopkins University; California Institute of Technology; Purdue University System; Purdue University
摘要：Recent works by Altschuler and Parrilo and Grimmer, Shu, Wang have shown that it is possible to accelerate the convergence of gradient descent on smooth convex functions, even without momentum, just by picking special stepsizes. In this paper, we provide a general theory for composing stepsize schedules, capturing all recent advances in this area and more. We propose three notions of composable stepsize schedules with elementary associated composition operations for combining them. From these ...
