Special Session 184: Mean-Field Games: From Partial Differential Equations to Numerical Methods
A quantitative limit theory for quadratic mean-field controls
Songbo S Wang
Universit\`{e} C\^{o}te d`Azur France
Co-Author(s): Songbo Wang
Abstract:
Using an entropic formulation of the mean-field optimal control problem, we
recast its convergence problem as the classical limit of mean-field Gibbs
measures. This framework yields optimal convergence rates under
path-dependent interactions and establishes sharp propagation of chaos
estimates.