A variational approach to the mean field planning problem

DOI10.1016/J.JFA.2019.04.011MaRDI QIDQ2314547zbMATH OpenOpenAlexWikidataFDO

Authors Carlo Orrieri, Alessio Porretta, Giuseppe Savaré

Publication date 29 July 2019

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1807.09874

zbMATH Keywords

Kantorovich dualitymean field planningoptimal transportsuperposition principle

Mathematics Subject Classification ID

Weak solutions to PDEs (35D30) Hamilton-Jacobi equations (35F21) Initial value problems for mixed-type systems of PDEs (35M31) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Variational problems in a geometric measure-theoretic setting (49Q20)

Abstract: We investigate a first-order mean field planning problem of the form �egin{equation} leftlbrace�egin{aligned} -partial_t u + H(x,Du) &= f(x,m) && ext{in } (0,T) imes mathbb{R}^d, \ partial_t m - ablacdot (m,H_p(x,Du)) &= 0 && ext{in }(0,T) imes mathbb{R}^d,\ m(0,cdot) = m_0, ; m(T,cdot) &= m_T && ext{in } mathbb{R}^d, end{aligned} ight. end{equation} associated to a convex Hamiltonian $H$ with quadratic growth and a monotone interaction term $f$ with polynomial growth. We exploit the variational structure of the system, which encodes the first order optimality condition of a convex dynamic optimal entropy-transport problem with respect to the unknown density $m$ and of its dual, involving the maximization of an integral functional among all the subsolutions $u$ of an Hamilton-Jacobi equation. Combining ideas from optimal transport, convex analysis and renormalized solutions to the continuity equation, we will prove existence and (at least partial) uniqueness of a weak solution $(m,u)$. A crucial step of our approach relies on a careful analysis of distributional subsolutions to Hamilton-Jacobi equations of the form $-partia{l}_{t}u+H(x,Du)leqalpha$, under minimal summability conditions on $alpha$, and to a measure-theoretic description of the optimality via a suitable contact-defect measure. Finally, using the superposition principle, we are able to describe the solution to the system by means of a measure on the path space encoding the local behavior of the players.

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Cited in

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