You are cordially invited to the Analysis Seminar organized by the Department of Mathematics.<\/p>\n
Speaker: : G\u00fcne\u015f Akba\u015f (Bilkent)<\/p>\n
“Entropy-Regularized Stochastic Control and Mean Field Games”<\/p>\n
Abstract: Starting from controlled Markov processes with an infinite-horizon average-cost objective, we add an entropy penalty that turns the hard minimum in the Bellman equation into a soft minimum, converting deterministic actions into well-behaved stochastic policies.
\nThe same regularization is then lifted to mean field games, where the transition kernel and payoff depend on the evolving population distribution. Under Lipschitz continuity, the soft-min map becomes contractive, so alternating policy optimization with population updates converges to a stationary mean-field equilibrium. Entropy regularization thus offers a concise, scalable bridge from single-agent control to large-population game theory.<\/p>\n
Date: Monday, May 5, 2025
\nTime: 15:30-16:30
\nPlace: Mathematics Seminar Room, SA \u2013 141<\/p>\n","protected":false},"excerpt":{"rendered":"
You are cordially invited to the Analysis Seminar organized by the Department of Mathematics. Speaker: : G\u00fcne\u015f Akba\u015f (Bilkent) “Entropy-Regularized Stochastic Control and Mean Field Games” Abstract: Starting from controlled Markov processes with an infinite-horizon average-cost objective, we add an entropy penalty that turns the hard minimum in the Bellman [\u2026] <\/p>\n