## AbstractAbstract. We study optimal control in large stochastic multi-agent systems in continuous space and time. We consider multi-agent systems where agents have independent dynamics with additive noise and control. The goal is to minimize the joint cost, which consists of a state dependent term and a term quadratic in the control. The system is described by a mathematical model, and an explicit solution is given. We focus on large systems where agents have to distribute themselves over a number of targets with minimal cost. In such a setting the optimal control problem is equivalent to a graphical model inference problem. Exact inference will be intractable, and we use the mean eld approximation to compute accurate approximations of the optimal controls. We conclude that near to optimal control in large stochastic multi-agent systems is possible with this approach.
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