convergence rates 1mean field control 1optimal transport 1shadow flows 1stochastic optimal control 1Wasserstein distance 1
From the 1 of 2 linked papers with an AI index.
2 papers
math.OC2026
The optimal rate of convergence in mean field control via recoupled shadow flows
Sebastian Munoz
The paper establishes optimal convergence rates for the value functions of N‑particle stochastic optimal control problems towards their mean field control limit, using a novel reco…
math.AP2026
Master equations with an individual noise on finite state graphs
Wilfrid Gangbo, Sebastian Munoz, Jeremy Wu +1
We develop a classical well-posedness and regularity theory on a finite connected weighted graph for an extended mean field game system, its associated master equation, and a Hamil…