Mean-field optimal control as Gamma-limit of finite agent controls

DOI10.1017/S0956792519000044zbMath1427.35302arXiv1803.04689OpenAlexW2964030708MaRDI QIDQ5242584

Carlo Orrieri, Stefano Lisini, Massimo Fornasier, Giuseppe Savaré

Publication date: 12 November 2019

Published in: European Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.04689

zbMATH Keywords

superposition principle\(\Gamma\)-convergencemean-field optimal controlfinite agent optimal control

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Control/observation systems governed by partial differential equations (93C20) (n)-person games, (n>2) (91A06) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) PDEs in connection with control and optimization (35Q93)

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