A Mean Field Approach for Optimization in Particle Systems and Applications

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.

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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

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