2 papers
math.AP2025
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…
math.OC2025
Quantitative convergence for mean field control with common noise and degenerate idiosyncratic noise
Alekos Cecchin, Samuel Daudin, Joe Jackson +1
We consider the convergence problem in the setting of mean field control with common noise and degenerate idiosyncratic noise. Our main results establish a rate of convergence of t…