A decentralized algorithm for a mean field control problem of piecewise deterministic Markov processes

DOI10.1051/ps/2023021MaRDI QIDQ6198003

No author found.

Publication date: 20 February 2024

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

stochastic optimizationLagrangian decompositionUzawa's algorithmmean field controloptimal control of piecewise deterministric Markov processes

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimal stochastic control (93E20) Mean field games and control (49N80)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Optimal strategies for impulse control of piecewise deterministic Markov processes
• Stochastic decomposition applied to large-scale hydro valleys management
• Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
• Functional analysis, Sobolev spaces and partial differential equations
• Multi-stage stochastic optimization applied to energy planning
• Piecewise deterministic Markov processes and their invariant measures
• Characterization of the marginal distributions of Markov processes used in dynamic reliability
• Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes
• Piecewise Deterministic Markov Processes in Biological Models
• Optimal control of piecewise deterministic markov process
• On the Complexity of Joint Subcarrier and Power Allocation for Multi-User OFDMA Systems
• Finite-horizon piecewise deterministic Markov decision processes with unbounded transition rates
• Projected Stochastic Gradients for Convex Constrained Problems in Hilbert Spaces
• Distributed Online Aggregative Optimization for Dynamic Multirobot Coordination

This page was built for publication: A decentralized algorithm for a mean field control problem of piecewise deterministic Markov processes