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Master Equation for the Finite State Space Planning Problem

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  • معلومة اضافية
    • Contributors:
      Centre de Mathématiques Appliquées - Ecole Polytechnique (CMAP); École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS); CEntre de REcherches en MAthématiques de la DEcision (CEREMADE); Université Paris Dauphine-PSL; Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL)-Centre National de la Recherche Scientifique (CNRS); Chaire Équations aux dérivées partielles et applications; Collège de France (CdF (institution)); Centre National de la Recherche Scientifique (CNRS)-Université Paris Dauphine-PSL; Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL)
    • بيانات النشر:
      Springer Science and Business Media LLC, 2021.
    • الموضوع:
      2021
    • نبذة مختصرة :
      International audience; 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.
    • ISSN:
      1432-0673
      0003-9527
    • Rights:
      OPEN
    • الرقم المعرف:
      edsair.doi.dedup.....fc107c760296a514818f226c501f336c