Geodesic
Approximation of deterministic mean field type control systems
Sibirskie èlektronnye matematičeskie izvestiâ, Tome 21 (2024) no. 1, pp. 105-124

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The paper is concerned with the approximation of the deterministic mean field type control system by a mean field Markov chain. It turns out that the dynamics of the distribution in the approximating system is described by a system of ordinary differential equations. Given a strategy for the Markov chain, we explicitly construct a control in the deterministic mean field type control system. Our method is a realization of the model predictive approach. The converse construction is also presented. These results lead to an estimate of the Hausdorff distance between the bundles of motions in the deterministic mean field type control system and the mean field Markov chain. Especially, we pay the attention to the case when one can approximate the bundle of motions in the mean field type system by solutions of a finite systems of ODEs. algebra.
Keywords: mean field type control, bundle of motions, mean field Markov chain, model predictive control. 
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     author = {Yu. V. Averboukh},
     title = {Approximation of deterministic mean field type control systems},
     journal = {Sibirskie \`elektronnye matemati\v{c}eskie izvesti\^a},
     pages = {105--124},
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     year = {2024},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/SEMR_2024_21_1_a25/}
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Yu. V. Averboukh. Approximation of deterministic mean field type control systems. Sibirskie èlektronnye matematičeskie izvestiâ, Tome 21 (2024) no. 1, pp. 105-124. http://geodesic.mathdoc.fr/item/SEMR_2024_21_1_a25/