math.OC · 2026-06-22 · No. 31
Optimization and Control, 2026-06-22.
3 new papers in math.OC. Titles, authors,
abstracts. Links to arXiv. Want this in your inbox every morning? Subscribe →
01 — The papers
3 entries-
01
Robust $Q$-learning for mean-field control under Wasserstein uncertainty in common noise
Mathieu Laurière, Ariel Neufeld, Kyunghyun Park
math.OC · cs.AI · cs.LG · math.PR · stat.ML
In this article, we present a robust $Q$-learning algorithm for discrete-time mean-field control problems under Wasserstein uncertainty in the common noise law. The algorithm combines a quantization-and-projection scheme with a Wasserstein dual reformulation on the common-noise space. We establish its convergence together with finite-time iteration bounds for both synchronous and asynchronous learning schemes. Numerical experiments on...
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02
Beyond Averaging in John Ellipsoid Approximation: High-Accuracy Algorithms in the Leverage-Score Model
Xiaoyu Li, Junwei Yu, Jiaojiao Jiang, Junbin Gao, Andi Han
math.OC · cs.DS · cs.LG
The John ellipsoid of a symmetric polytope $P=\{\mathbf{x}\in\mathbb{R}^d:\|\mathbf{A}\mathbf{x}\|_\infty\le1\}$, $\mathbf{A}\in\mathbb{R}^{n\times d}$, is computed by a long line of leverage-score algorithms, from Cohen, Cousins, Lee and Yang (COLT 2019) to its successors [WY24, CLS+25], all reaching a $(1+\varepsilon)$-approximation in $Θ(\varepsilon^{-1}\log(n/d))$ iterations. We separate this complexity into three costs the modern line...
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03
Optimal Coarse Correlated Equilibria in Mean Field Games: Linear Programming and No-Regret Learning
Luciano Campi, Federico Cannerozzi, Ioannis Tzouanas
math.OC · cs.LG · math.PR
We introduce optimal coarse correlated equilibria for continuous-time mean field games. A coarse correlated equilibrium is a randomized recommendation scheme from which no player can gain by ignoring the recommendation and switching to an alternative strategy. The problem is as follows: a moderator selects, among all mean-field coarse correlated equilibria, one that optimizes a prescribed performance criterion, which may differ from the...
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