The first sections of this chapter are devoted to a brief introduction to our basic model of controlled mean-field interacting particle systems, its principal features in the framework of pressure and resistance, and to the fundamental paradigm of the scaling limit (dynamic law of large numbers), allowing one to reduce the analysis of these Markov chains with exponentially large state spaces to a low-dimensional dynamic system expressed in terms of simple ordinary differential equations (ODEs), so called kinetic equations.

Original languageEnglish
Title of host publicationSpringer Series in Operations Research and Financial Engineering
PublisherSpringer Nature
Pages1-24
Number of pages24
DOIs
StatePublished - 2019

Publication series

NameSpringer Series in Operations Research and Financial Engineering
ISSN (Print)1431-8598
ISSN (Electronic)2197-1773

    Scopus subject areas

  • Computational Theory and Mathematics
  • Computational Mathematics
  • Control and Optimization
  • Information Systems and Management
  • Management Science and Operations Research

ID: 72678932