论文标题

有限国家空间规划问题的主方程

Master equation for the finite state space planning problem

论文作者

Bertucci, Charles, Lasry, Jean-Michel, Lions, Pierre-Louis

论文摘要

我们介绍了在有限状态空间案例中与平均场计划问题相关的主方程解决方案的存在,规律性和独特性的结果。结果在单调性假设下保留,这些假设在论文的不同证明中至关重要。我们还与主方程解决方案引起的轨迹建立了联系,并就边界条件的情况开始讨论。

We present results of existence, regularity and uniqueness of solutions of the master equation associated with the mean field planning problem in the finite state space case, in the presence of a common noise. The results hold under monotonicity assumptions, which are used crucially in the different proofs of the paper. We also make a link with the trajectories induced by the solution of the master equation and start a discussion on the case of boundary conditions.

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