Viability theorem for deterministic mean field type control systems

DOI10.1007/S11228-018-0479-2zbMATH Open1406.49052arXiv1701.00089OpenAlexW2963630102WikidataQ57919032 ScholiaQ57919032MaRDI QIDQ1711097FDOQ1711097

Authors: Yuriĭ V. Averbukh 

Publication date: 16 January 2019

Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)

Abstract: A mean field type control system is a dynamical system in the Wasserstein space describing an evolution of a large population of agents with mean-field interaction under a control of a unique decision maker. We develop the viability theorem for the mean field type control system. To this end we introduce a set of tangent elements to the given set of probabilities. Each tangent element is a distribution on the tangent bundle of the phase space. The viability theorem for mean field type control systems is formulated in the classical way: the given set of probabilities on phase space is viable if and only if the set of tangent distributions intersects with the set of distributions feasible by virtue of dynamics.

Full work available at URL: https://arxiv.org/abs/1701.00089

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zbMATH Keywords

tangent distributionmean field type control systemnonsmooth analysis in the Wasserstein spaceviability theorem

Mathematics Subject Classification ID

Variational problems in a geometric measure-theoretic setting (49Q20) Set-valued and variational analysis (49J53) Decentralized systems (93A14) Optimal stochastic control (93E20) Derivatives of functions in infinite-dimensional spaces (46G05)

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Cited In (10)

• Nonlocal balance equations with parameters in the space of signed measures
• Generalized dynamic programming principle and sparse mean-field control problems
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• Compatibility of state constraints and dynamics for multiagent control systems
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