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Regularity of the value function and quantitative propagation of chaos for mean field control problems

hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorCardaliaguet, Pierre
hal.structure.identifierDepartment of Mathematics [Chicago]
dc.contributor.authorSouganidis, Panagiotis E.
dc.date.accessioned2022-12-12T11:15:25Z
dc.date.available2022-12-12T11:15:25Z
dc.date.issued2022
dc.identifier.urihttps://basepub.dauphine.psl.eu/handle/123456789/23361
dc.language.isoenen
dc.subject.ddc515en
dc.titleRegularity of the value function and quantitative propagation of chaos for mean field control problemsen
dc.typeDocument de travail / Working paper
dc.description.abstractenWe investigate a mean field optimal control problem obtained in the limit of the optimal control of large particle systems with forcing and terminal data which are not assumed to be convex. We prove that the value function, which is known to be Lipschitz continuous but not of class C 1 , in general, without convexity, is actually smooth in an open and dense subset of the space of times and probability measures. As a consequence, we prove a new quantitative propagation of chaos-type result for the optimal solutions of the particle system starting from this open and dense set.en
dc.publisher.cityParisen
dc.identifier.citationpages26en
dc.relation.ispartofseriestitleCahier de recherche CEREMADE, Université Paris Dauphine-PSLen
dc.subject.ddclabelAnalyseen
dc.identifier.citationdate2022
dc.description.ssrncandidatenon
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.date.updated2022-12-12T11:12:34Z
hal.author.functionaut
hal.author.functionaut


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