Stochastics Seminar: Amarjit Budhiraja, UNC-Chapel Hill, Large deviations for weakly interacting diffusions and mean field stochastic control problems
SAS 4201Consider a collection of particles whose state evolution is described through a system of interacting diffusions in which each particle is driven by an independent individual source of noise and also by a small amount of noise that is common to all particles. The interaction between the particles is due to the common noise and…