3 citations · 9 across the 15 of their papers we have counts for
3 papers · 1 filter
Mean field control with stopping
Pierre Cardaliaguet, Joe Jackson, Panagiotis E. Souganidis
We study a high-dimensional stochastic optimization problem which features both control and stopping. In particular, a central planner steers a large population of particles, and c…
On the Optimal Rate for the Convergence Problem in Mean Field Control
Samuel Daudin, François Delarue, Joe Jackson
The goal of this work is to obtain optimal rates for the convergence problem in mean field control. Our analysis covers cases where the solutions to the limiting problem may not be…
An algebraic convergence rate for the optimal control of McKean-Vlasov dynamics
Pierre Cardaliaguet, Samuel Daudin, Joe Jackson +1
We establish an algebraic rate of convergence in the large number of players limit of the value functions of N-particle stochastic control problems towards the value function of th…