Abstract: This article studies a linear quadratic mean field (LQ-MF) control model involves a global uncertainty drift and controlled diffusion. Unlike the model with additive noise, the diffusion ...

MPAX is a hardware-accelerated, differentiable, batchable, and distributable solver for mathematical programming in JAX, designed to integrate with modern computational and deep learning workflows: ...

Over the weekend, Neel Somani, who is a software engineer, former quant researcher, and a startup founder, was testing the math skills of OpenAI’s new model when he made an unexpected discovery. After ...