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math.OC2023
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…
math.OC2023★ 3 cited
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…