Gast, Nicolas and Gaujal, Bruno (2010) A Mean Field Approach for Optimization in Particle Systems and Applications. In: 4th International ICST Conference on Performance Evaluation Methodologies and Tools.
11512.pdf
Download (811kB)
Abstract
This paper investigates the limit behavior of Markov decision processes made of independent particles evolving in a common environment, when the number of particles goes to infnity. In the fnite horizon case or with a discounted cost and an infnite horizon, we show that when the number of particles
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 09:02 |
| Last Modified: | 18 Apr 2026 04:31 |
| URI: | http://eprints.eai.eu/id/eprint/3216 |
