On the system of partial differential equations arising in mean field type control
نویسندگان
چکیده
We discuss the system of Fokker-Planck and Hamilton-JacobiBellman 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. Yves Achdou Université Paris Diderot Laboratoire Jacques-Louis Lions, UMR 7598, UPMC, CNRS Sorbonne Paris Cité F-75205 Paris, France Mathieu Laurière Université Paris Diderot Laboratoire Jacques-Louis Lions, UMR 7598, UPMC, CNRS Sorbonne Paris Cité F-75205 Paris, France (Communicated by the associate editor name)
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