Control theory on Wasserstein space: a new approach to optimality conditions

DOI10.4310/AMSA.2023.V8.N3.A6MaRDI QIDQ6190854zbMATH OpenOpenAlexFDO

Authors Alain Bensoussan, Ziyu Huang, Sheung Chi Phillip Yam

Publication date 6 February 2024

Published in Annals of Mathematical Sciences and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/amsa.2023.v8.n3.a6

zbMATH Keywords

Hilbert spaceWasserstein spacevalue functionPontryagin maximum principleBellman equationforward-backward equationsmean field-type control problem

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Hamilton-Jacobi equations (35F21) Fokker-Planck equations (35Q84) PDEs in connection with control and optimization (35Q93) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Applications of stochastic analysis (to PDEs, etc.) (60H30) Feedback control (93B52) Optimal stochastic control (93E20) Mean field games and control (49N80)

Recommendations

• Necessary optimality conditions for optimal control problems in Wasserstein spaces
• The Pontryagin Maximum Principle in the Wasserstein space
• A Pontryagin maximum principle in Wasserstein spaces for constrained optimal control problems
• Optimal control of the Fokker-Planck equation under state constraints in the Wasserstein space
• Dynamical Systems and Hamilton–Jacobi–Bellman Equations on the Wasserstein Space and their L² Representations

This page was built for publication: Control theory on Wasserstein space: a new approach to optimality conditions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6190854)