A fast iterative PDE-based algorithm for feedback controls of nonsmooth mean- field control problems
We propose a PDE-based accelerated gradient algorithm for optimal feedback controls of McKean–Vlasov dynamics that involve mean-field interactions both in the state and action. The method exploits a forward-backward splitting approach and iteratively refines the approximate controls based on the gra...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Society for Industrial and Applied Mathematics
2024
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