Generalized dynamic programming principle and sparse mean-field control problems

DOI10.1016/j.jmaa.2019.123437zbMath1425.49011arXiv1806.06119OpenAlexW2807895327WikidataQ127335353 ScholiaQ127335353MaRDI QIDQ2325974

Giulia Cavagnari, Benedetto Piccoli, Antonio Marigonda

Publication date: 4 October 2019

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.06119

zbMATH Keywords

dynamic programming principlecontrol with uncertaintyHamilton-Jacobi equation in Wasserstein spacemulti-agent mean field sparse control

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Hamilton-Jacobi equations (35F21)

Related Items (12)

Lagrangian, Eulerian and Kantorovich formulations of multi-agent optimal control problems: equivalence and gamma-convergence ⋮ Time discretizations of Wasserstein–Hamiltonian flows ⋮ Solutions to Hamilton-Jacobi equation on a Wasserstein space ⋮ Control of multi-agent systems: results, open problems, and applications ⋮ Vanishing viscosity in mean-field optimal control ⋮ Differential inclusions in Wasserstein spaces: the Cauchy-Lipschitz framework ⋮ Hamilton-Jacobi inequalities on a metric space ⋮ Superposition principle and schemes for measure differential equations ⋮ Optimal control of multiagent systems in the Wasserstein space ⋮ Semiconcavity and sensitivity analysis in mean-field optimal control and applications ⋮ Intrinsic Lipschitz Regularity of Mean-Field Optimal Controls ⋮ Viability and invariance of systems on metric spaces

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