Instantaneous control of interacting particle systems in the mean-field limit
نویسندگان
چکیده
منابع مشابه
Mean Field Limit for Stochastic Particle Systems
We review some classical and more recent results for the derivation of mean field equations from systems of many particles, focusing on the stochastic case where a large system of SDE’s leads to a McKean-Vlasov PDE as the number N of particles goes to infinity. Classical mean field limit results require that the interaction kernel be essentially Lipschitz. To handle more singular interaction ke...
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In the nonlinear diffusion framework, stochastic processes of McKean-Vlasov type play an important role. Such diffusions can be obtained by taking the hydrodymamic limit in a huge system of linear diffusions in interaction. In both cases, for the linear and the nonlinear processes, small-noise asymptotics have been emphasized by specific large deviation phenomenons. The natural question, theref...
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ژورنال
عنوان ژورنال: Journal of Computational Physics
سال: 2020
ISSN: 0021-9991
DOI: 10.1016/j.jcp.2019.109181