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As shown in Figure 7, the Kullback-Leibler divergence does decrease with increasing values of N, thereby confirming the fact that even for relatively small values of N, the average behavior of the network is well represented by the mean-field system described by the McKean-Vlasov-Fokker-Planck equation.
Different from previous works, this paper will provide the necessary and sufficient (essential) solution to linear quadratic (LQ) optimal control problem for continuous-time mean-field systems.
We consider mean field stochastic systems consisting of a major player and a large number of minor players.
Making the parameter β dependent on the wave size S adds a mean field control to the system.
The corresponding system of mean field Nash equilibrium inducing equations is developed and numerical simulation results are presented.
The corresponding system of mean field Nash equilibrium-inducing equations is developed, and existence and uniqueness properties and numerical simulation results are presented.
This implies the Mean Field limit to the Vlasov system together with Propagation of Chaos through the strong convergence of all the marginals.
Spatial patterns registered by Terasawa and coworkers could possibly be understood in a mean field model derived from our network system.
We generalize the normal description of intercalation kinetics, based on diffusion of a lattice gas with mean field interactions, using an intercalation model system composed of different types of intercalation sites: a shallow site that allows diffusion of intercalated ions throughout the film, and deeper sites that trap the inserted charge for long times.
We develop an adaptive dynamic programming (ADP) approach to deal with the linear-quadratic (LQ) optimal control problem with unknown discrete-time mean-field stochastic system in this paper.
We show that the peak splitting is analogous to a supercritical bifurcation in nonlinear dynamical systems, with a "mean field" exponent of 0.5.
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