On mean field systems with multi-classes
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Publication:2281590
DOI10.3934/DCDS.2020057zbMath1427.60056OpenAlexW2985501971MaRDI QIDQ2281590
Nguyen Huu Du, Dung Tien Nguyen, Son Luu Nguyen
Publication date: 3 January 2020
Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcds.2020057
stochastic differential equationMcKean-Vlasov equationmean-field modelmulti-classesMonge-Wasserstein distance
Diffusion processes (60J60) Stochastic systems in control theory (general) (93E03) (L^p)-limit theorems (60F25)
Related Items (5)
Propagation of chaos and large deviations in mean-field models with jumps on block-structured networks ⋮ Convergence in Monge-Wasserstein distance of mean field systems with locally Lipschitz coefficients ⋮ A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems ⋮ Abstract McKean-Vlasov and Hamilton-Jacobi-Bellman equations, their fractional versions and related forward-backward systems on Riemannian manifolds ⋮ Switching diffusions with mean-field interactions: limit results, maximum principle, and non-Markov systems
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