English

Mean-field optimal control as Gamma-limit of finite agent controls

Analysis of PDEs 2020-11-17 v1 Optimization and Control

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 Γ\Gamma-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}
}