3 citations · 3 across the 2 of their papers we have counts for
4 papers
Error estimates for finite-dimensional approximations of Hamilton-Jacobi-Bellman equations on the Wasserstein space
Samuel Daudin, Joe Jackson, Benjamin Seeger
In this paper, we study a Hamilton-Jacobi-Bellman (HJB) equation set on the Wasserstein space , with a second order term arising from a purely common n…
Optimal rate of convergence in the vanishing viscosity for uniformly convex Hamilton-Jacobi equations
Louis-Pierre Chaintron, Samuel Daudin
The purpose of this note is to provide an optimal rate of convergence in the vanishing viscosity regime for first-order Hamilton-Jacobi equations with uniformly convex Hamiltonian.…
Mean-field limit for stochastic control problems under state constraint
Samuel Daudin
We study the convergence problem of mean-field control theory in the presence of state constraints and non-degenerate idiosyncratic noise. Our main result is the convergence of the…
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…