Fourier Galerkin approximation of mean field control problems

The purpose of this work is to provide a finite dimensional approximation of the solution to a mean field optimal control problem set on the \(d\)-dimensional torus. The approximation is obtained by means of a Fourier-Galerkin method, the main principle of which is to convolve probability measures o...

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Bibliographic Details

Published in:	arXiv.org
Main Authors:	Delarue, François, Martini, Mattia
Format:	Paper
Language:	English
Published:	Ithaca Cornell University Library, arXiv.org 23.10.2024
Subjects:	Approximation Dirichlet problem Galerkin method Initial conditions Numerical analysis Optimal control Polynomials Toruses Trajectory control Trajectory optimization
ISSN:	2331-8422
Online Access:	Get full text
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