Finite state<i>N</i>-agent and mean field control problems (Q4999530)
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scientific article; zbMATH DE number 7369245
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite state<i>N</i>-agent and mean field control problems |
scientific article; zbMATH DE number 7369245 |
Statements
Finite state<i>N</i>-agent and mean field control problems (English)
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7 July 2021
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control of Markov chains
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finite state space
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cooperative games
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social planner
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Hamilton-Jacobi-Bellman equation
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finite difference approximation
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classical solution
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propagation of chaos
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