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math.DS2023
The Collective Dynamics of a Stochastic Port-Hamiltonian Self-Driven Agent Model in One Dimension
Matthias Ehrhardt, Thomas Kruse, Antoine Tordeux
The collective motion of self-driven agents is a phenomenon of great interest in interacting particle systems. In this paper, we develop and analyze a model of agent motion in one…
math.OC2023
Nonlinear Monte Carlo methods with polynomial runtime for Bellman equations of discrete time high-dimensional stochastic optimal control problems
Christian Beck, Arnulf Jentzen, Konrad Kleinberg +1
Discrete time stochastic optimal control problems and Markov decision processes (MDPs), respectively, serve as fundamental models for problems that involve sequential decision maki…