Author

Yupeng Bai

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Preprint Oct 2026

Convex geometry of diffusion laws and gradient flows for stochastic control

We study gradient-type dynamics for weak stochastic control through the laws of controlled diffusions on path space. Although the objective is generally nonconvex in the drift, a uniformly convex running cost induces a strictly convex functional of the corresponding path law and hence a natural Bregman geometry. We con...

Yu-Peng Bai, Louis-Pierre Chaintron, Zhen-Jie Ren et al. · 0 citations

Preprint Aug 2026

Self-fictitious-play for Potential Monotone Ergodic Mean-field Games

We investigate long-time learning in ergodic, potential, monotone mean-field games (MFGs) via a self-fictitious-play (SFP) dynamics coupling an optimally controlled diffusion with a slowly evolving belief. At each time, the state follows the optimal feedback associated with the current belief, while the belief is updat...

Yu-Peng Bai, Mathieu Laurière, Zhen-Jie Ren et al. · 0 citations