Linear-quadratic Mean Field Control with Non-convex Data

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Publication:6461440

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arXiv2311.18292MaRDI QIDQ6461440

Mengzhen Li, Chao Zhou, Chenchen Mou, Zhen Wu

Publication date: 30 November 2023

Mathematics Subject Classification ID

Stochastic particle methods (65C35) Mean field games and control (49N80) Hamilton-Jacobi equations in optimal control and differential games (49L12)

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