This paper studies a class of Consensus-Based Optimization (CBO) models featuring an additional stochastic rate of information, modeling the agents' knowledge of the environment and energy landscape. The well-posedness of the stochastic system is proved, together with its finite-particle approximation and the mean-field convergence to a kinetic PDE. Particles are shown to concentrate around the consensus point under mild assumptions on the initial spatial distribution and initial level of knowledge. In particular, the analysis unveils that a positive, however small, initial level of knowledge is enough for convergence to consensus to happen. The framework presented is general enough to include the first instances of CBO proposed in the literature.
A general perspective on CBO methods with stochastic rate of information / Almi, Stefano; Baldi, Alessandro; Morandotti, Marco; Solombrino, Francesco. - (2025).
A general perspective on CBO methods with stochastic rate of information
Stefano Almi;Marco Morandotti;Francesco Solombrino
2025
Abstract
This paper studies a class of Consensus-Based Optimization (CBO) models featuring an additional stochastic rate of information, modeling the agents' knowledge of the environment and energy landscape. The well-posedness of the stochastic system is proved, together with its finite-particle approximation and the mean-field convergence to a kinetic PDE. Particles are shown to concentrate around the consensus point under mild assumptions on the initial spatial distribution and initial level of knowledge. In particular, the analysis unveils that a positive, however small, initial level of knowledge is enough for convergence to consensus to happen. The framework presented is general enough to include the first instances of CBO proposed in the literature.| File | Dimensione | Formato | |
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