A limit theory for controlled McKean–Vlasov SPDEs
Abstract
We develop a limit theory for controlled mean field stochastic partial differential equations in a variational framework. More precisely, we prove existence results for mean field limits and particle approximations, and we establish a set-valued propagation of chaos result which shows that sets of empirical distributions converge to sets of mean field limits in the Hausdorff metric topology. Further, we discuss limit theorems related to stochastic optimal control theory. To illustrate our findings, we apply them to a controlled interacting particle system of stochastic porous media equations.
Fields of Study & Subjects
Markov Chains and Monte Carlo Methods
Stochastic processes and financial applications
Mathematical Biology Tumor Growth
Publication details
- Journal / source
- Journal of Differential Equations
- Publisher
- Elsevier BV
- Volume
- 479
- Pages
- 114618–114618
- Publication date
- 17 July 2026
- Language
- EN