Approximation and Mean Field Control of Systems of Large Populations

Autor:	Carmen G. Higuera-Chan
Rok vydání:	2021
Předmět:	Combinatorics Mean field theory Large population Approximation algorithm Function (mathematics) Limit (mathematics) Mathematics
Zdroj:	Advances in Probability and Mathematical Statistics ISBN: 9783030853242
Popis:	We deal with a class of discrete-time stochastic controlled systems composed by a large population of N interacting individuals. Given that N is large and the cost function is possibly unbounded, the problem is studied by means of a limit model \(\mathcal {M}\), known as the mean field model, which is obtained as limit as N →∞ of the model \(\mathcal {M}_N\) corresponding to the system of N individuals in combination with an approximate algorithm for the cost function.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::a8a198ff93870d6123fc832fe9cbbc3e https://doi.org/10.1007/978-3-030-85325-9_7 Zobrazit plný text záznamu