Particle approximation for conditional control with soft killing

DOI10.1051/COCV/2026044MaRDI QIDQ7306982zbMATH OpenFDO

Authors René Carmona, Samuel Daudin

Publication date 31 July 2026

Published in European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1051/COCV/2026044

Mathematics Subject Classification ID

Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimal stochastic control (93E20)

Cites work

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• On the optimal rate for the convergence problem in mean field control
• Optimal control of conditioned processes with feedback controls
• Optimal control of the Fokker-Planck equation under state constraints in the Wasserstein space
• Probabilistic theory of mean field games with applications II. Mean field games with common noise and master equations
• Rate of convergence for particle approximation of PDEs in Wasserstein space
• The Master Equation and the Convergence Problem in Mean Field Games
• Weak quantitative propagation of chaos via differential calculus on the space of measures

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