Mean field systems:the optimal control approach based

2024/11/15 by Barbu, Viorel
#FOS: Mathematics #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.2411.10301

Abstract

The mean-field game system is treated as an Euler Lagrange system corresponding to an optimal control problem governed by Fokker-Planck equation.

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