Convergence Rates of Time Discretization in Extended Mean Field Control

MaRDI QIDQ7191317arXivFDO

Authors C. Reisinger, Wolfgang Stockinger, Maria Olympia Tsianni, Yufei Zhang

Publication date 2025

Published in arXiv

Mathematics Subject Classification ID

Regularity of solutions in optimal control (49N60) Mean field games and control (49N80) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Error bounds for numerical methods for ordinary differential equations (65L70)

arXiv classification

math.OC

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