For a class of SDE-ODE herding systems with multiplicative idiosyncratic and common noise, the finite-particle optimal control problem Gamma-converges to a McKean-Vlasov mean-field optimal control problem.
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Optimal control of mean-field limit of multiagent systems with and without common noise
For a class of SDE-ODE herding systems with multiplicative idiosyncratic and common noise, the finite-particle optimal control problem Gamma-converges to a McKean-Vlasov mean-field optimal control problem.