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报告题目: Convergence analysis on the particle systems with centralized control
报 告 人: Chao Zhou
报告人所在单位: National University of Singapore
报告日期: 2023-09-27
报告时间: 9:00-10:00
报告地点: 光华东主楼1801室
   
报告摘要:

This paper deals with the optimization problem of a class of controlled N-particle systems. We establish the regularity results, which is uniform in N, on the HJB equations corresponding to the N-particle system. The uniform regularity results are obtained by the stochastic maximum principle and the analysis on a Riccati type BSDE. Using the uniform regularity results, we show the convergence of value function and optimal control as the number N of particles tends to infinity, where the convergence rates are also given. This is based on a joint work with Huafu Liao, Alpar Meszaros and Chenchen Mou.

9.27.pdf


   
本年度学院报告总序号: 944

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