当前位置:
X-MOL 学术
›
Ann. I. H. Poincaré – AN
›
论文详情
Our official English website, www.x-mol.net, welcomes your
feedback! (Note: you will need to create a separate account there.)
Fokker-Planck equations of jumping particles and mean field games of impulse control
Annales de l'Institut Henri Poincaré C, Analyse non linéaire ( IF 1.8 ) Pub Date : 2020-05-12 , DOI: 10.1016/j.anihpc.2020.04.006 Charles Bertucci 1
中文翻译:
跳跃粒子的Fokker-Planck方程和脉冲控制的均值场博弈
更新日期:2020-05-12
Annales de l'Institut Henri Poincaré C, Analyse non linéaire ( IF 1.8 ) Pub Date : 2020-05-12 , DOI: 10.1016/j.anihpc.2020.04.006 Charles Bertucci 1
Affiliation
This paper is interested in the description of the density of particles evolving according to some optimal policy of an impulse control problem. We first fix the sets from which the particles jump and explain how we can characterize such a density. We then investigate the coupled case in which the underlying impulse control problem depends on the density we are looking for: the mean field game of impulse control. In both cases, we give a variational characterization of the densities of jumping particles.
中文翻译:
跳跃粒子的Fokker-Planck方程和脉冲控制的均值场博弈
本文对根据冲量控制问题的一些最佳策略发展的粒子密度的描述感兴趣。我们首先确定粒子跳出的位置,并说明如何表征这种密度。然后,我们研究耦合的情况,其中潜在的脉冲控制问题取决于我们正在寻找的密度:脉冲控制的均值现场博弈。在这两种情况下,我们都给出了跳跃粒子密度的变化特征。