Zobrazeno 1 - 10
of 388
pro vyhledávání: '"Cohen, Asaf"'
We establish the convergence of the deep Galerkin method (DGM), a deep learning-based scheme for solving high-dimensional nonlinear PDEs, for Hamilton-Jacobi-Bellman (HJB) equations that arise from the study of mean field control problems (MFCPs). Ba
Externí odkaz:
http://arxiv.org/abs/2405.13346
Autor:
Cohen, Asaf, Zell, Ethan
Mean field games (MFGs) model equilibria in games with a continuum of weakly interacting players as limiting systems of symmetric $n$-player games. We consider the finite-state, infinite-horizon problem with ergodic cost. Assuming Markovian strategie
Externí odkaz:
http://arxiv.org/abs/2404.11695
We investigate the behavior of liquidity providers (LPs) by modeling a decentralized cryptocurrency exchange (DEX) based on Uniswap v3. LPs with heterogeneous characteristics choose optimal liquidity positions subject to uncertainty regarding the siz
Externí odkaz:
http://arxiv.org/abs/2404.09090
Autor:
Cohen, Asaf, Sun, Chuhao
In this paper, we examine the stationary relaxed singular control problem within a multi-dimensional framework for a single agent, as well as its Mean Field Game (MFG) equivalent. We demonstrate that optimal relaxed controls exist for both maximizati
Externí odkaz:
http://arxiv.org/abs/2404.07945
This paper proposes and analyzes two neural network methods to solve the master equation for finite-state mean field games (MFGs). Solving MFGs provides approximate Nash equilibria for stochastic, differential games with finite but large populations
Externí odkaz:
http://arxiv.org/abs/2403.04975
Autor:
Elimelech, Or, Cohen, Asaf
This paper revisited the problem of Private Information Retrieval (PIR), where there are $N$ replicated non-communicating databases containing the same $M$ messages and a user who wishes to retrieve one of the messages without revealing the wanted me
Externí odkaz:
http://arxiv.org/abs/2401.15912
In the above article \cite{shmuel2021private}, the authors introduced a PIR scheme for the Additive White Gaussian Noise (AWGN) Multiple Access Channel (MAC), both with and without fading. The authors utilized the additive nature of the channel and l
Externí odkaz:
http://arxiv.org/abs/2401.15910
Neural networks are increasingly recognized as a powerful numerical solution technique for partial differential equations (PDEs) arising in diverse scientific computing domains, including quantum many-body physics. In the context of time-dependent PD
Externí odkaz:
http://arxiv.org/abs/2311.12239
We consider a long-term average profit maximizing admission control problem in an M/M/1 queuing system with unknown service and arrival rates. With a fixed reward collected upon service completion and a cost per unit of time enforced on customers wai
Externí odkaz:
http://arxiv.org/abs/2212.11316
Autor:
Elimelech, Or, Cohen, Asaf
This work considers the problem of \emph{perfect} covert communication in wireless networks. Specifically, harnessing an Intelligent Reflecting Surface (IRS), we turn our attention to schemes that allow the transmitter to completely hide the communic
Externí odkaz:
http://arxiv.org/abs/2212.09049