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

Yves Achdou | Zendy; Mathieu Laurière | Zendy

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

Author(s) -

Yves Achdou,

Mathieu Laurière

Publication year - 2015

Publication title -

discrete and continuous dynamical systems

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 1.289

H-Index - 70

eISSN - 1553-5231

pISSN - 1078-0947

DOI - 10.3934/dcds.2015.35.3879

Subject(s) - uniqueness , type (biology) , simple (philosophy) , mathematics , optimal control , mean field theory , partial differential equation , mathematical analysis , mathematical optimization , physics , ecology , philosophy , epistemology , quantum mechanics , biology

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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