A Control Theoretical Approach to Mean Field Games and Associated Master Equations

Authors: Bensoussan, Alain, Tai, Ho Man, Wong, Tak Kwong, Yam, Sheung Chi Phillip

Subject Terms: Mathematics - Optimization and Control, 49J55, 60H10, 93E20, 60H30

Access URL: http://arxiv.org/abs/2402.01639

Mean field sparse optimal control of systems with additive white noise

Authors: Ascione, Giacomo, Castorina, Daniele, Solombrino, Francesco

Subject Terms: Mathematics - Optimization and Control, 49J20, 49J55, 60H10

Access URL: http://arxiv.org/abs/2204.02431

Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach

Authors: Ascione, Giacomo, D'Onofrio, Giuseppe

Subject Terms: Mathematics - Probability, 49J55, 60H10

Access URL: http://arxiv.org/abs/2110.04010

Modeling tagged pedestrian motion: a mean-field type game approach

Authors: Aurell, Alexander, Djehiche, Boualem

Subject Terms: Mathematics - Optimization and Control, 49N90, 49J55, 60H10, 60K30, 91A80, 93E20

Access URL: http://arxiv.org/abs/1801.08777