Limit theory for controlled mckean-vlasov dynamics

SIAM Journal on Control and Optimization

Volumn 55, Issue 3, 2017, Pages 1641-1672

  Lacker, Daniel ^a  

^a BROWN UNIVERSITY   (United States)

Author keywords

Controlled Martingale Problems; Mckean Vlasov Limit; Mean Field Control; Relaxed Controls

Indexed keywords

OPTIMIZATION;

CONTROL PROBLEMS; EMPIRICAL DISTRIBUTIONS; MARTINGALE PROBLEM; MCKEAN-VLASOV LIMIT; MEAN FIELD; NEAR-OPTIMAL CONTROL; OBJECTIVE FUNCTIONS; RELAXED CONTROL;

MATHEMATICAL TECHNIQUES;

EID: 85021729169     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/16M1095895     Document Type: Article

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