Optimal control for the evolution of deterministic multi-agent systems (Q2180549)

In this paper, the authors consider a multi-agent dynamical system of the form \[ \dot{x}(s)\in F(x(s),E(s)),\;\;s\geq 0,\tag{sys} \] where \(F:\mathbb R^d\times \mathcal{P}_c(\mathbb R^d)\rightrightarrows\mathbb R^d\) and \(E:[0,\infty)\longrightarrow \mathcal{P}_c(\mathbb R^d)\) are two set-valued mapping. The multi-agent dynamical system (sys) is then represented by two-level dynamics: a microscopic one, which concerns the control system of each agent, and a macroscopic level, which describes the evolution of the crowd of all agents. The main contributions of the authors consist first in introducing and studying a concept of solution tubes well-adapted to the model (sys) and second in proving that the corresponding value function for the Mayer problem is the unique Lipschitz continuous solution of a suitable Hamilton-Jacobi-Bellman equation, which is the main result of the paper.