On a Mean Field Optimal Control Problem
Abstract
In this paper we consider a mean field optimal control problem with an aggregation-diffusion constraint, where agents interact through a potential, in the presence of a Gaussian noise term. Our analysis focuses on a PDE system coupling a Hamilton-Jacobi and a Fokker-Planck equation, describing the optimal control aspect of the problem and the evolution of the population of agents, respectively. The main contribution of the paper is a result on the existence of solutions for the aforementioned system. We notice this model is in close connection with the theory of mean-field games systems. However, a distinctive feature concerns the nonlocal character of the interaction; it affects the drift term in the Fokker-Planck equation as well as the Hamiltonian of the system, leading to new difficulties to be addressed.
Cite
@article{arxiv.1909.10596,
title = {On a Mean Field Optimal Control Problem},
author = {Jose A. Carrillo and Edgard A. Pimentel and Vardan K. Voskanyan},
journal= {arXiv preprint arXiv:1909.10596},
year = {2019}
}