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Master equation for the finite state space planning problem

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lasry.pdf (261.4Kb)
Date
2020
Publisher city
Paris
Collection title
Cahier de recherche CEREMADE, Université Paris Dauphine-PSL
Link to item file
https://hal.archives-ouvertes.fr/hal-02486548
Dewey
Analyse
Sujet
mean field planning; master equation
URI
https://basepub.dauphine.fr/handle/123456789/20657
Collections
  • CEREMADE : Publications
Metadata
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Author
Bertucci, Charles
89626 Centre de Mathématiques Appliquées - Ecole Polytechnique [CMAP]
Lasry, Jean-Michel
60 CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Lions, Pierre-Louis
status unknown
Type
Document de travail / Working paper
Item number of pages
12
Abstract (EN)
We present results of existence, regularity and uniqueness of solutions of the master equation associated with the mean field planning problem in the finite state space case, in the presence of a common noise. The results hold under monotonicity assumptions, which are used crucially in the different proofs of the paper. We also make a link with the trajectories induced by the solution of the master equation and start a discussion on the case of boundary conditions.

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