Regularity of the value function and quantitative propagation of chaos for mean field control problems (Q2677737)
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English | Regularity of the value function and quantitative propagation of chaos for mean field control problems |
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Regularity of the value function and quantitative propagation of chaos for mean field control problems (English)
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6 January 2023
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This paper study the regularity of the value function and the quantitative propagation of chaos for mean field control problem obtained as a limit of optimal control problems for large particle systems with forcing and terminal data which are not assumed to be convex. The main results of this paper is that the value function \(\mathcal{U}\) is smooth in an open and dense subset \(\mathcal{O}\) of the space of times and probabilities.
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mean field control problems
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optimal control
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large particle systems
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value function
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regularity
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