Mean-Field Limit for a Class of Stochastic Ergodic Control Problems (Q5037500): Difference between revisions

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Revision as of 04:30, 28 July 2024

scientific article; zbMATH DE number 7482160
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English
Mean-Field Limit for a Class of Stochastic Ergodic Control Problems
scientific article; zbMATH DE number 7482160

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    Mean-Field Limit for a Class of Stochastic Ergodic Control Problems (English)
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    1 March 2022
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    mean-field control
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    ergodic optimal control
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    McKean-Vlasov limit
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    de Finetti's theorem
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    strong Kac's chaos
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    convergence of probability measures on path space
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