Articlediamond2015

On the system of partial differential equations arising in mean field type control

49 citations0/0 files storedDiscrete and Continuous Dynamical Systems

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Nonlinear Partial Differential Equations Geometric Analysis and Curvature Flows

Abstract

We discuss the system of Fokker-Planck and Hamilton-Jacobi-Bellman equations arisingfrom the finite horizon control of McKean-Vlasov dynamics. We give examples of existence and uniqueness results. Finally, we propose some simple models for the motion of pedestrians and report about numerical simulations in which we compare mean filed games and mean field type control.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 49 citations exist upstream.

References

2007Mean field games 2006Jeux à champ moyen. I – Le cas stationnaire 2006Jeux à champ moyen. II – Horizon fini et contrôle optimal 2013Mean Field Games and Mean Field Type Control Theory 2013Mean Field Games Models—A Brief Survey 2010Mean Field Games: Numerical Methods 2012Control of McKean–Vlasov dynamics versus mean field games 2012Long time average of mean field games

Cited by

2018Mean field games with congestion 2016Mean Field Type Control with Congestion 2016Mean Field Type Control with Congestion (II): An Augmented Lagrangian Method 2021A policy iteration method for mean field games 2015Dynamic Programming for Mean-Field Type Control

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

Imported from OpenAlex (CC0) — nothing here is generated.