Optimal mean-field coarse-correlated equilibriaa linear-programming and no-regret approach
De Luciano Campi
Dynamic universal approximation and optimal control for path-dependent systems via signature SDEs
De Christa Cuchiero
We investigate the mean-field limit of large networks of interacting biological neurons. The neurons are represented by the so-called integrate and fire models that follow the membrane potential of each neuron and captures individual spikes. However we do not assume any structure on the graph of interactions but consider instead any connection weights between neurons that obey a generic mean-field scaling. We are able to extend the concept of extended graphons, introduced in Jabin-Poyato-Soler, by introducing a novel notion of discrete observables in the system. This is a joint work with D. Zhou.