Quantitative propagation of chaos for mean field Markov decision process with common noise
From MaRDI portal
Publication:6110541
DOI10.1214/23-ejp978zbMath1519.60065arXiv2207.12738OpenAlexW4291337004MaRDI QIDQ6110541
Publication date: 2 August 2023
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2207.12738
Discrete-time Markov processes on general state spaces (60J05) Cooperative games (91A12) Strong limit theorems (60F15) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)
Cites Work
- Unnamed Item
- On the rate of convergence in Wasserstein distance of the empirical measure
- Discrete time McKean-Vlasov control problem: a dynamic programming approach
- A mean field approach for optimization in discrete time
- Stochastic optimal control. The discrete time case
- Extended mean field control problem: a propagation of chaos result
- Mean-field Markov decision processes with common noise and open-loop controls
- On the mean speed of convergence of empirical and occupation measures in Wasserstein distance
- Regularity of the value function and quantitative propagation of chaos for mean field control problems
- Mean field Markov decision processes
- Random Measures, Theory and Applications
- Survey of Measurable Selection Theorems
- Finite stateN-agent and mean field control problems
- Rate of convergence for particle approximation of PDEs in Wasserstein space
- Limit Theory for Controlled McKean--Vlasov Dynamics
- Probabilistic Theory of Mean Field Games with Applications I
- Finite Dimensional Approximations of Hamilton--Jacobi--Bellman Equations in Spaces of Probability Measures
- Mean field control and finite agent approximation for regime-switching jump diffusions
This page was built for publication: Quantitative propagation of chaos for mean field Markov decision process with common noise