We discuss the system of Fokker-Planck and Hamilton-Jacobi-Bellman equations arisingfrom the finite horizon control of McKean-Vlasov dynamics. We give examples of existence and uniqueness results. Finally, we propose some simple models for the motion of pedestrians and report about numerical simulations in which we compare mean filed games and mean field type control.
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Achdou et al. (2015) studied this question.
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