An Algebraic Convergence Rate for the Optimal Control of McKean–Vlasov Dynamics

DOI10.1137/22m1486789arXiv2203.14554OpenAlexW4283463544MaRDI QIDQ6071808

Pierre Cardaliaguet, Joe Jackson, Panagiotis E. Souganidis, Samuel Daudin

Publication date: 29 November 2023

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.14554

zbMATH Keywords

convergence rateMcKean-Vlasov dynamicsmean field control

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Algebraic methods (93B25)

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