Mean-field underdamped Langevin dynamics achieves Nesterov acceleration for Wasserstein minimization of displacement-convex free energies by extending a linear-case result to the nonlinear setting.
Long-time behaviour and propagation of chaos for mean field kinetic particles.Stochastic Processes and their Applications, 127(6):1721–1737, 2017
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The authors prove contractility of McKean-Vlasov processes and uniform-in-time propagation of chaos for particle systems approximating Nash equilibria in large games under displacement or Lasry-Lions monotonicity of costs, with convergence as temperature vanishes.
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Nesterov acceleration for the Wasserstein minimization of displacement-convex free energies
Mean-field underdamped Langevin dynamics achieves Nesterov acceleration for Wasserstein minimization of displacement-convex free energies by extending a linear-case result to the nonlinear setting.
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Particle system approximation of Nash equilibria in large games
The authors prove contractility of McKean-Vlasov processes and uniform-in-time propagation of chaos for particle systems approximating Nash equilibria in large games under displacement or Lasry-Lions monotonicity of costs, with convergence as temperature vanishes.