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arXiv · 1503.05044

On the system of partial differential equations arising in mean field type control

Yves Achdou·Mathieu Lauriere
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Abstract

We discuss the system of Fokker-Planck and Hamilton-Jacobi-Bellman equations arising from the finite horizon control of McKean-Vlasov dynamics. We give examples of existence and uniqueness results. Finally, we propose some simple models for the motion of pedestrians and report about numerical simulations in which we compare mean filed games and mean field type control.

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BibTeXRIS

Yves Achdou, Mathieu Lauriere. 2015-03-17. On the system of partial differential equations arising in mean field type control. https://arxiv.org/abs/1503.05044

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