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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. |
KEYWORDS |
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DOI |
10.1109/LCSYS.2023.3341280 |