A fast iterative PDE-based algorithm for feedback controls of nonsmooth mean-field control problems

DOI10.1137/21M1441158MaRDI QIDQ6598495zbMATH OpenFDO

Authors C. Reisinger, Wolfgang Stockinger

Publication date 5 September 2024

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/21M1441158

zbMATH Keywords

controlled McKean-Vlasov diffusionmonotone schemeneural networkoptimal feedback controlsoptimal gradient methodsparse controlstochastic Cucker-Smale model

Mathematics Subject Classification ID

PDEs in connection with control and optimization (35Q93) Optimal feedback synthesis (49N35) Mean field games and control (49N80) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Multi-agent systems (93A16)

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Cited in

(2)

• Recent developments in machine learning methods for stochastic control and games
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