On a mean field optimal control problem
From MaRDI portal
Publication:2199977
DOI10.1016/J.NA.2020.112039zbMATH Open1448.35526arXiv1909.10596OpenAlexW3038691767MaRDI QIDQ2199977FDOQ2199977
Authors: Edgard Pimentel, Vardan K. Voskanyan, J. A. Carrillo 
Publication date: 14 September 2020
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
Abstract: In this paper we consider a mean field optimal control problem with an aggregation-diffusion constraint, where agents interact through a potential, in the presence of a Gaussian noise term. Our analysis focuses on a PDE system coupling a Hamilton-Jacobi and a Fokker-Planck equation, describing the optimal control aspect of the problem and the evolution of the population of agents, respectively. The main contribution of the paper is a result on the existence of solutions for the aforementioned system. We notice this model is in close connection with the theory of mean-field games systems. However, a distinctive feature concerns the nonlocal character of the interaction; it affects the drift term in the Fokker-Planck equation as well as the Hamiltonian of the system, leading to new difficulties to be addressed.
Full work available at URL: https://arxiv.org/abs/1909.10596
Recommendations
- Mean-field optimal control
- Mean-field optimal control as Gamma-limit of finite agent controls
- On the system of partial differential equations arising in mean field type control
- One-dimensional multi-agent optimal control with aggregation and distance constraints: qualitative properties and mean-field limit
- Mean field type control with congestion
PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) A priori estimates in context of PDEs (35B45) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Second-order parabolic equations (35K10) Fokker-Planck equations (35Q84) PDEs in connection with control and optimization (35Q93) (n)-person games, (n>2) (91A06) Control/observation systems governed by partial differential equations (93C20) Mean field games (aspects of game theory) (91A16)
Cites Work
- Elliptic partial differential equations of second order
- Mean field games
- Long time average of mean field games
- Weak solutions to Fokker-Planck equations and mean field games
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- (Un)conditional consensus emergence under perturbed and decentralized feedback controls
- Finite difference methods for mean field games
- Mean-field optimal control
- Particle, kinetic, and hydrodynamic models of swarming
- Transport equations in biology.
- Title not available (Why is that?)
- Title not available (Why is that?)
- Sparse stabilization and control of alignment models
- Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
- Mean field games and mean field type control theory
- Mean field games: numerical methods
- Mean field games. I: The stationary case
- Mean field games. II: Finite horizon and optimal control
- A user's guide to PDE models for chemotaxis
- Mean-field sparse optimal control
- Sparse stabilization and optimal control of the Cucker-Smale model
- Boltzmann and Fokker-Planck equations modelling opinion formation in the presence of strong leaders
- Self-organization in biological systems.
- Mathematical modelling of cancer cell invasion of tissue: local and non-local models and the effect of adhesion
- A-priori estimates for stationary mean-field games
- On the existence of classical solutions for stationary extended mean field games
- Long time average of first order mean field games and weak KAM theory
- Stationary focusing mean-field games
- Regularity for second order stationary mean-field games
- Time-dependent mean-field games in the subquadratic case
- The master equation for large population equilibriums
- A stochastic Evans-Aronsson problem
- The master equation in mean field theory
- Mean field games: numerical methods for the planning problem
- Title not available (Why is that?)
- Second order mean field games with degenerate diffusion and local coupling
- Adjoint and compensated compactness methods for Hamilton-Jacobi PDE
- Mathematical modelling of turning delays in swarm robotics
- Predicting pattern formation in particle interactions
- Time-dependent mean-field games with logarithmic nonlinearities
- Existence of a solution to an equation arising from the theory of mean field games
- Multi-population mean field games systems with Neumann boundary conditions
- Regularity theory for mean-field game systems
- Long time average of mean field games with a nonlocal coupling
- On the interpretation of the master equation
- Partial differential equation models in macroeconomics
- Weak solutions for first order mean field games with local coupling
- Strong existence and uniqueness for degenerate SDE with Hölder drift
- Mean field games systems of first order
- A nonlocal model for contact attraction and repulsion in heterogeneous cell populations
- The McKean-Vlasov equation in finite volume
- Explicit flock solutions for quasi-Morse potentials
- Time-dependent mean-field games in the superquadratic case
- Adhesion and volume constraints via nonlocal interactions determine cell organisation and migration profiles
- On stationary fractional mean field games
- Uniqueness of solutions in mean field games with several populations and Neumann conditions
- Mean field control hierarchy
- Particle interactions mediated by dynamical networks: assessment of macroscopic descriptions
- Long time behavior of the master equation in mean field game theory
- Control to flocking of the kinetic Cucker-Smale model
- The dynamics of inequality
- Iterative strategies for solving linearized discrete mean field games systems
- Optimal development policies with financial frictions
Cited In (13)
- Pseudospectral methods and iterative solvers for optimization problems from multiscale particle dynamics
- Mean-field control and Riccati equations
- Lagrangian, Eulerian and Kantorovich formulations of multi-agent optimal control problems: equivalence and gamma-convergence
- Consistent mean field optimality conditions for interacting agent systems
- Disordered high-dimensional optimal control
- Optimal control problems in transport dynamics with additive noise
- Mean-Field Sparse Optimal Control of Systems with Additive White Noise
- Optimal control problems of nonlocal interaction equations
- Mean field approximation of an optimal control problem for the continuity equation arising in smart charging
- Optimal control of the Fokker-Planck equation under state constraints in the Wasserstein space
- One-dimensional multi-agent optimal control with aggregation and distance constraints: qualitative properties and mean-field limit
- A new approach of optimal control problem for mean-field forward-backward systems
- Mean-field optimal control as Gamma-limit of finite agent controls
This page was built for publication: On a mean field optimal control problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2199977)
