| 629 | RWTH Publication No: 975105 2023   |
| TITLE | Mean field limits for discrete-time dynamical systems via kernel mean embeddings |
| AUTHORS | Christian Fiedler, Michael Herty, Sebastian Trimpe |
| ABSTRACT | Mean field limits are an important tool in the context of large-scale dynamical systems, in particular, when studying multiagent and interacting particle systems. While the continuous-time theory is well-developed, few works have considered mean field limits for deterministic discrete-time systems, which are relevant for the analysis and control of large-scale discrete-time multiagent system. We prove existence results for the mean field limit of very general discrete-time control systems, for which we utilize kernel mean embeddings. These results are then applied in a typical optimal control setup, where we establish the mean field limit of the relaxed dynamic programming principle. Our results can serve as a rigorous foundation for many applications of mean field approaches for discrete-time dynamical systems. |
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| DOI | 10.1109/LCSYS.2023.3341280 |
