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UID:20250725T111055EDT-9897nzovRv@132.216.98.100
DTSTAMP:20250725T151055Z
DESCRIPTION:Virtual Informal Systems Seminar\n\nCentre for Intelligent Mach
 ines (CIM) and Groupe d'Etudes et de Recherche en Analyse des Decisions (G
 ERAD)\n\nSpeaker: Yurii Averboukh – Krasovskii Institute of Mathematics an
 d Mechanics & HSE\, Russia \n\nAbstract:\n	The mean field type control theo
 ry studies systems of many identical agents interacting via an external me
 dia and acting cooperatively in the limiting case when the number of agent
 s tends to infinity. Thus\, one can regard a mean filed type control probl
 em as a control problem in the space of probability measures. I would like
  to discuss the finite-dimensional approximation of the first-order mean f
 ield type control problem. In this case the dynamics of each agent is give
 n by the ordinary differential equation. The most natural way here is to c
 onsider the finite-particle approximation. However\, it does not give an a
 pproximation rate. I will talk about the lattice approximation that implie
 s the replacement of the ODE determining the dynamics of each agent by the
  Markov chain acting on some finite lattice. This approach leads to the me
 an filed type Markov decision problem. Since the dynamics of distribution 
 of agents in the mean field Markov chain is described by the nonlinear ODE
 \, we obtain the finite-dimensional approximation of the original first-or
 der mean field type control problem. Moreover\, the approximation rate can
  be evaluated using the distance between the ODE providing dynamics in the
  original mean field type control problem and the Markov chain.\n	\n	Bio:\n	I
 n 2004\, I was graduated from the Ural State University. Three years later
 \, I received my PhD from the Institute of Mathematics and Mechanics (Yeka
 terinburg\, Russia). In 2020\, I was awarded by the habitation degree (Dr.
 Sc) in Higher School of Economics. Nowadays\, I am a leading researcher in
  the Krasovskii Institute of Mathematics and Mechanics. Also I hold a part
 -time position in the Higher School of Economics (Moscow\, Russia). My cur
 rent research interests include mean field games\, mean field type control
  systems and approximation of control problems.\n\n \n
DTSTART:20220211T190000Z
DTEND:20220211T190000Z
LOCATION:CA\, ZOOM
SUMMARY:Lattice approximations of mean field type control systems 
URL:/cim/channels/event/lattice-approximations-mean-fi
 eld-type-control-systems-336539
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