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References (9)
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A mean field absorbing control model for interacting objects systemsDiscrete Event Dynamic Systems
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- Publisher
- Springer International Publishing
- Copyright
- © The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2021
- ISBN
- 978-3-030-85324-2
- Pages
- 103 –122
- DOI
- 10.1007/978-3-030-85325-9_7
- Publisher site
- See Chapter on Publisher Site
Abstract
[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 ℳ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$\mathcal {M}$$ \end{document}, known as the mean field model, which is obtained as limit as N →∞ of the model ℳN\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$\mathcal {M}_N$$ \end{document} corresponding to the system of N individuals in combination with an approximate algorithm for the cost function.]
Published: Aug 5, 2021
Keywords: Systems of interacting individuals; Mean field theory; Approximation algorithm; Discounted criterion