Quantitative propagation of chaos for mean field Markov decision process with common noise

DOI10.1214/23-EJP978zbMath1519.60065arXiv2207.12738OpenAlexW4291337004MaRDI QIDQ6110541

Huyên Pham, Médéric Motte

Publication date: 2 August 2023

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.12738

zbMATH Keywords

rate of convergencepropagation of chaoscommon noisemean-field controlMcKean-Vlasov process

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Cooperative games (91A12) Strong limit theorems (60F15) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)

Related Items (2)

Continuous-time mean field Markov decision models ⋮ Infinite horizon average cost optimality criteria for mean-field control

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