Finite stateN-agent and mean field control problems

DOI10.1051/cocv/2021032zbMath1468.35035arXiv2010.11569OpenAlexW3137837840MaRDI QIDQ4999530

Alekos Cecchin

Publication date: 7 July 2021

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.11569

zbMATH Keywords

Hamilton-Jacobi-Bellman equationcooperative gamesclassical solutionfinite difference approximationpropagation of chaossocial plannerfinite state spacecontrol of Markov chains

Mathematics Subject Classification ID

Cooperative games (91A12) Smoothness and regularity of solutions to PDEs (35B65) Strong limit theorems (60F15) Continuous-time Markov processes on discrete state spaces (60J27) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Discrete approximations in optimal control (49M25) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21)

Related Items (5)

Mean field approximation of an optimal control problem for the continuity equation arising in smart charging ⋮ Regularity of the value function and quantitative propagation of chaos for mean field control problems ⋮ 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

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