Propagation of chaos for mean field Schrödinger problems

Publication date: 14 January 2025

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

zbMATH Keywords

propagation of chaos Schrödinger bridge McKean-Vlasov control mean field Schrödinger problem planning forward-backward stochastic differential equation

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Stochastic particle methods (65C35)

Cites Work

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