Skip to main content

Jiajia Yu

Phillip Griffiths Assistant Research Professor
Mathematics
Office hours MTh 11am-12pm, Sun 12:30pm-1:30pm @ Physics 222  

Selected Publications


A bilevel optimization method for inverse mean-field games

Journal Article Inverse Problems · October 1, 2024 In this paper, we introduce a bilevel optimization framework for addressing inverse mean-field games, alongside an exploration of numerical methods tailored for this bilevel problem. The primary benefit of our bilevel formulation lies in maintaining the co ... Full text Cite

A FAST PROXIMAL GRADIENT METHOD AND CONVERGENCE ANALYSIS FOR DYNAMIC MEAN FIELD PLANNING

Journal Article Mathematics of Computation · March 1, 2024 In this paper, we propose an efficient and flexible algorithm to solve dynamic mean-field planning problems based on an accelerated proximal gradient method. Besides an easy-to-implement gradient descent step in this algorithm, a crucial projection step be ... Full text Cite

Bridging mean-field games and normalizing flows with trajectory regularization

Journal Article Journal of Computational Physics · August 15, 2023 Mean-field games (MFGs) are a modeling framework for systems with a large number of interacting agents. They have applications in economics, finance, and game theory. Normalizing flows (NFs) are a family of deep generative models that compute data likeliho ... Full text Cite

Computational mean-field games on manifolds

Journal Article Journal of Computational Physics · July 1, 2023 Conventional Mean-field games/control study the behavior of a large number of rational agents moving in Euclidean spaces. In this work, we explore the mean-field games on Riemannian manifolds. We formulate the mean-field game Nash Equilibrium on manifolds. ... Full text Cite