A decentralized algorithm for a mean field control problem of piecewise deterministic Markov processes (Q6198003)
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scientific article; zbMATH DE number 7806692
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English | A decentralized algorithm for a mean field control problem of piecewise deterministic Markov processes |
scientific article; zbMATH DE number 7806692 |
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A decentralized algorithm for a mean field control problem of piecewise deterministic Markov processes (English)
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20 February 2024
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stochastic optimization
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Lagrangian decomposition
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Uzawa's algorithm
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optimal control of piecewise deterministric Markov processes
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mean field control
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