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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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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