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