5 papers
Uniform in time weak convergence for a Fleming-Viot particle system with hard killing
Pierre Cardaliaguet, Marco Cirant, Joe Jackson +1
This paper is concerned with the Fleming-Viot particle system introduced by Burdzy, Hołyst and March (2000). In this model, Brownian particles evolve independently in a bounded…
Unconditional well-posedness of the master equation for monotone mean field games of controls
Joe Jackson, Alpár R. Mészáros
We establish the first unconditional well-posedness result for the master equation associated with a general class of mean field games of controls. Our analysis covers games with d…
Mean field control with absorption
Pierre Cardaliaguet, Joe Jackson, Panagiotis E. Souganidis
In this paper we study a mean field control problem in which particles are absorbed when they reach the boundary of a smooth domain. The value of the N-particle problem is describe…
Concentration bounds for stochastic systems with singular kernels
Joe Jackson, Antonios Zitridis
This note is concerned with weakly interacting stochastic particle systems with possibly singular pairwise interactions. In this setting, we observe a connection between entropic p…
Sharp convergence rates for mean field control in the region of strong regularity
Pierre Cardaliaguet, Joe Jackson, Nikiforos Mimikos-Stamatopoulos +1
We study the convergence problem for mean field control, also known as optimal control of McKean-Vlasov dynamics. We assume that the data is smooth but not convex, and thus the lim…