Mean field control hierarchy

DOI10.1007/s00245-017-9429-xzbMath1378.49024arXiv1608.01728MaRDI QIDQ1678479

Young-Pil Choi, Dante Kalise, Massimo Fornasier, Giacomo Albi

Publication date: 17 November 2017

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.01728

zbMATH Keywords

kinetic equations; Boltzmann equations; mean field optimal control problem; PDE constrained optimization multi-agent systems

Mathematics Subject Classification ID

93E20: Optimal stochastic control

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

49M25: Discrete approximations in optimal control

49K45: Optimality conditions for problems involving randomness

49J55: Existence of optimal solutions to problems involving randomness

68T42: Agent technology and artificial intelligence