Large n-limit of matrix control problems and non-commutative controls

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Large $n$-limit of matrix control problems and non-commutative controls

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MaRDI QIDQ7205591arXivFDO

Authors Wilfrid Gangbo, David Jekel, Kyeongsik Nam, Aaron Zeff Palmer

Publication date 2025

Published in arXiv

Mathematics Subject Classification ID

Noncommutative function spaces (46L52) Free probability and free operator algebras (46L54) Hamilton-Jacobi equations in optimal control and differential games (49L12) Random matrices (probabilistic aspects) (60B20) Large deviations (60F10)

arXiv classification

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