Mean-field Markov decision processes with common noise and open-loop controls

DOI10.1214/21-AAP1713zbMath1491.90179arXiv1912.07883MaRDI QIDQ2135276

Huyên Pham, Médéric Motte

Publication date: 6 May 2022

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.07883

zbMATH Keywords

Markov decision processmean-fieldrandomized controlconditional propagation of chaosmeasurable coupling

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Markov and semi-Markov decision processes (90C40)

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