Результаты исследований: Публикации в книгах, отчётах, сборниках, трудах конференций › глава/раздел › Рецензирование
Introduction : Main Models and LLN Methodology. / Kolokoltsov, Vassili N.; Malafeyev, Oleg A.
Springer Series in Operations Research and Financial Engineering. Springer Nature, 2019. стр. 1-24 (Springer Series in Operations Research and Financial Engineering).Результаты исследований: Публикации в книгах, отчётах, сборниках, трудах конференций › глава/раздел › Рецензирование
}
TY - CHAP
T1 - Introduction
T2 - Main Models and LLN Methodology
AU - Kolokoltsov, Vassili N.
AU - Malafeyev, Oleg A.
N1 - Publisher Copyright: © 2019, Springer Nature Switzerland AG. Copyright: Copyright 2020 Elsevier B.V., All rights reserved.
PY - 2019
Y1 - 2019
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=85098069276&partnerID=8YFLogxK
U2 - 10.1007/978-3-030-12371-0_1
DO - 10.1007/978-3-030-12371-0_1
M3 - Chapter
AN - SCOPUS:85098069276
T3 - Springer Series in Operations Research and Financial Engineering
SP - 1
EP - 24
BT - Springer Series in Operations Research and Financial Engineering
PB - Springer Nature
ER -
ID: 72678932