{"ID":2849756,"CreatedAt":"2026-06-01T04:54:23.091178241Z","UpdatedAt":"2026-06-01T04:54:23.091178241Z","DeletedAt":null,"paper_url":"https://arxiv.org/abs/2510.23537","arxiv_id":"2510.23537","title":"Approximately optimal distributed controls for high-dimensional stochastic systems with pairwise interaction through controls","abstract":"This paper investigates large-population stochastic control problems in which agents share their state information and cooperate to minimize a convex cost functional. The latter is decomposed into individual and coupling costs, with the distinctive feature that the coupling term is a pairwise interaction function between the controls. To address this setting, we follow closely (Jackson \u0026 Lacker, 2025): we introduce a related problem where each agent observes only its own state. We then establish a quantitative bound on the difference between the value functions associated with these two problems. We obtain this result by reformulating the problems analytically as Hamilton-Jacobi type equations and comparing their associated Hamiltonians. The main difficulty of our approach lies in establishing a precise comparison between the distributions of the corresponding optimal controls.","short_abstract":"This paper investigates large-population stochastic control problems in which agents share their state information and cooperate to minimize a convex cost functional. The latter is decomposed into individual and coupling costs, with the distinctive feature that the coupling term is a pairwise interaction function betwe...","url_abs":"https://arxiv.org/abs/2510.23537","url_pdf":"https://arxiv.org/pdf/2510.23537v1","authors":"[\"Elise Devey\"]","published":"2025-10-27T17:13:01Z","proceeding":"math.OC","tasks":"[\"math.OC\"]","methods":"[]","has_code":false}