Mean-Field Sparse Optimal Control of Systems with Additive White Noise

DOI10.1137/22m148906xarXiv2204.02431OpenAlexW4388420864MaRDI QIDQ6090028

Francesco Solombrino, Giacomo Ascione, Daniele Castorina

Publication date: 13 November 2023

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2204.02431

zbMATH Keywords

\(\Gamma\)-limitmean-field limitoptimal control with ODE-SDE constraints

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Graph theory (including graph drawing) in computer science (68R10) Computer graphics; computational geometry (digital and algorithmic aspects) (68U05)

Related Items (2)

Optimal control problems in transport dynamics with additive noise ⋮ Kinetic models for systems of interacting agents with multiple microscopic states

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