A Tikhonov theorem for McKean-Vlasov two-scale systems and a new application to mean field optimal control problems

DOI10.1137/22m1543070zbMath1546.60105MaRDI QIDQ6608779

Andrea Cosso, Matteo Burzoni, Alekos Cecchin

Publication date: 20 September 2024

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

zbMATH Keywords

McKean-Vlasov stochastic differential equationstwo-scale stochastic systemsmean field optimal control problemsstochastic Tikhonov theorem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Mean field games and control (49N80)

This page was built for publication: A Tikhonov theorem for McKean-Vlasov two-scale systems and a new application to mean field optimal control problems