Regularity of the value function and quantitative propagation of chaos for mean field control problems
From MaRDI portal
Publication:2677737
DOI10.1007/s00030-022-00823-xOpenAlexW4291381086MaRDI QIDQ2677737
Pierre Cardaliaguet, Panagiotis E. Souganidis
Publication date: 6 January 2023
Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2204.01314
Interacting particle systems in time-dependent statistical mechanics (82C22) Mean field games and control (49N80) Hamilton-Jacobi equations in optimal control and differential games (49L12)
Related Items (3)
An Algebraic Convergence Rate for the Optimal Control of McKean–Vlasov Dynamics ⋮ Quantitative propagation of chaos for mean field Markov decision process with common noise ⋮ Mean field control and finite agent approximation for regime-switching jump diffusions
Cites Work
- Unnamed Item
- Unnamed Item
- Semiconcave functions, Hamilton-Jacobi equations, and optimal control
- Mean field games. II: Finite horizon and optimal control
- Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
- Mean field games
- Stable solutions in potential mean field game systems
- Mean rates of convergence of empirical measures in the Wasserstein metric
- Extended mean field control problem: a propagation of chaos result
- Lagrangian, Eulerian and Kantorovich formulations of multi-agent optimal control problems: equivalence and gamma-convergence
- McKean-Vlasov optimal control: the dynamic programming principle
- From the master equation to mean field game limit theory: large deviations and concentration of measure
- The Master Equation and the Convergence Problem in Mean Field Games
- Finite stateN-agent and mean field control problems
- Rate of convergence for particle approximation of PDEs in Wasserstein space
- Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls
- Remarks on Nash equilibria in mean field game models with a major player
- Mean-field optimal control as Gamma-limit of finite agent controls
- Sur l'unicité réctrograde dans les problèmes mixtes paraboliques.
- Limit Theory for Controlled McKean--Vlasov Dynamics
- Probabilistic Theory of Mean Field Games with Applications I
- Finite Dimensional Approximations of Hamilton--Jacobi--Bellman Equations in Spaces of Probability Measures
This page was built for publication: Regularity of the value function and quantitative propagation of chaos for mean field control problems
