Uniform-in-time weak propagation of chaos for consensus-based optimization

DOI10.1214/25-AAP2281MaRDI QIDQ7304650zbMATH OpenFDO

Authors Erhan Bayraktar, Ibrahim Ekren, Hongyi Zhou

Publication date 28 July 2026

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/annals-of-applied-probability/volume-36/issue-3/Uniform-in-time-weak-propagation-of-chaos-for-consensus-based/10.1214/25-AAP2281.full

Mathematics Subject Classification ID

PDEs in connection with mean field game theory (35Q89) Dynamical systems in optimization and economics (37N40) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Nonconvex programming, global optimization (90C26) Consensus (93D50)

Cites work

• A consensus-based model for global optimization and its mean-field limit
• A new approach to quantitative propagation of chaos for drift, diffusion and jump processes
• An analytical framework for consensus-based global optimization method
• Consensus-Based Optimization for Saddle Point Problems
• Consensus-based optimization methods converge globally
• Dynamical aspects of mean field plane rotators and the Kuramoto model
• Genetic algorithms: Principles and perpectives. A guide to GA theory
• Global-in-time mean-field convergence for singular Riesz-type diffusive flows
• Higher order regularity of nonlinear Fokker-Planck PDEs with respect to the measure component
• scientific article; zbMATH DE number 4211245 (Why is no real title available?)
• scientific article; zbMATH DE number 41891 (Why is no real title available?)
• scientific article; zbMATH DE number 3497315 (Why is no real title available?)
• scientific article; zbMATH DE number 960162 (Why is no real title available?)
• Mean-field limits for consensus-based optimization and sampling
• Mean-field stochastic differential equations and associated PDEs
• On systems of particles in singular repulsive interaction in dimension one: log and Riesz gas
• On the mean‐field limit for the consensus‐based optimization
• On the stability of the invariant probability measures of McKean-Vlasov equations
• Probabilistic theory of mean field games with applications I. Mean field FBSDEs, control, and games
• Probabilistic theory of mean field games with applications II. Mean field games with common noise and master equations
• Sharp uniform-in-time propagation of chaos
• The Master Equation and the Convergence Problem in Mean Field Games
• Uniform in time weak propagation of chaos on the torus
• Uniform-in-time propagation of chaos for kinetic mean field Langevin dynamics
• Weak quantitative propagation of chaos via differential calculus on the space of measures

This page was built for publication: Uniform-in-time weak propagation of chaos for consensus-based optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7304650)