Mean-field Markov decision processes with common noise and open-loop controls
Author:
Affiliation:
1. LPSM, Université de Paris
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference23 articles.
1. BENSOUSSAN, A., FREHSE, J. and YAM, P. (2013). Mean Field Games and Mean Field Type Control Theory. SpringerBriefs in Mathematics. Springer, New York.
2. LACKER, D. (2017). Limit theory for controlled McKean–Vlasov dynamics. SIAM J. Control Optim. 55 1641–1672.
3. Kallenberg, O. (2002). Foundations of Modern Probability, 2nd ed. Probability and Its Applications (New York). Springer, New York.
4. Villani, C. (2009). Optimal Transport: Old and New. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] 338. Springer, Berlin.
5. Fournier, N. and Guillin, A. (2015). On the rate of convergence in Wasserstein distance of the empirical measure. Probab. Theory Related Fields 162 707–738.
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