Mean field system: the optimal control based approach

DOI10.1137/24M1633121MaRDI QIDQ6939706zbMATH OpenFDO

Authors Viorel Barbu

Publication date 21 August 2025

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationFokker-Planck equationoptimal controlmean field game

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fokker-Planck equations (35Q84) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20) Mean field games and control (49N80)

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