Mean-field optimal control as Gamma-limit of finite agent controls
Abstract
This paper focuses on the role of a government of a large population of interacting agents as a mean field optimal control problem derived from deterministic finite agent dynamics. The control problems are constrained by a PDE of continuity-type without diffusion, governing the dynamics of the probability distribution of the agent population. We derive existence of optimal controls in a measure-theoretical setting as natural limits of finite agent optimal controls without any assumption on the regularity of control competitors. In particular, we prove the consistency of mean-field optimal controls with corresponding underlying finite agent ones. The results follow from a -convergence argument constructed over the mean-field limit, which stems from leveraging the superposition principle.
Keywords
Cite
@article{arxiv.1803.04689,
title = {Mean-field optimal control as Gamma-limit of finite agent controls},
author = {Massimo Fornasier and Stefano Lisini and Carlo Orrieri and Giuseppe Savaré},
journal= {arXiv preprint arXiv:1803.04689},
year = {2020}
}