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An alternative approach to well-posedness of McKean-Vlasov equations arising in Consensus-Based Optimization
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이 매체는 공공·자유 라이선스로 본문을 직접 표시합니다.Mathematics > Optimization and Control
[Submitted on 22 Dec 2025 (v1), last revised 18 Jun 2026 (this version, v4)]
Title:An alternative approach to well-posedness of McKean-Vlasov equations arising in Consensus-Based Optimization
View PDF HTML (experimental)Abstract:In this work we study the mean-field description of Consensus-Based Optimization (CBO), a derivative-free particle optimization method. Such a description is provided by a non-local SDE of McKean-Vlasov type, whose fields lack of global Lipschitz continuity. We propose a novel approach to prove the well-posedness of the mean-field CBO equation based on a truncation argument. The latter is performed through the introduction of a cut-off function, defined on the space of probability measures, acting on the fields. This procedure allows us to study the well-posedness problem in the classical framework of Sznitman. Through this argument, we recover the established result on the existence of strong solutions, and we extend the class of solutions for which pathwise uniqueness holds.
Submission history
From: Alessandro Baldi [view email][v1] Mon, 22 Dec 2025 14:45:29 UTC (20 KB)
[v2] Tue, 23 Dec 2025 21:37:47 UTC (20 KB)
[v3] Sat, 27 Dec 2025 02:09:35 UTC (21 KB)
[v4] Thu, 18 Jun 2026 16:30:10 UTC (22 KB)
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