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Related papers: Mean-Field Sparse Optimal Control

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This paper analyzes and explicitly solves a class of long-term average impulse control problems with a specific mean-field interaction. The underlying process is a general one-dimensional diffusion with appropriate boundary behavior. The…

Optimization and Control · Mathematics 2026-02-04 K. L. Helmes , R. H. Stockbridge , C. Zhu

We develop a framework for the analysis of deep neural networks and neural ODE models that are trained with stochastic gradient algorithms. We do that by identifying the connections between control theory, deep learning and theory of…

Probability · Mathematics 2021-03-18 Jean-François Jabir , David Šiška , Łukasz Szpruch

We study a multi-agent mean field type control problem in discrete time where the agents aim to find a socially optimal strategy and where the state and action spaces for the agents are assumed to be continuous. The agents are only weakly…

Optimization and Control · Mathematics 2025-04-01 Erhan Bayraktar , Nicole Bauerle , Ali Devran Kara

In this article, we employ an input-output approach to expand the study of cooperative multi-agent control and optimization problems characterized by mean-field interactions that admit decentralized and selfish solutions. The setting…

Optimization and Control · Mathematics 2025-10-02 Vivek Khatana , Duo Wang , Petros Voulgaris , Nicola Elia , Naira Hovakimyan

The paper focuses on mean-field type multi-agent control problems with finite state and action spaces where the dynamics and cost structures are symmetric and homogeneous, and are affected by the distribution of the agents. A standard…

Optimization and Control · Mathematics 2025-07-03 Erhan Bayraktar , Ali D. Kara

Classical flocking models demonstrate how local interactions generate emergent order, but real-world multi-agent deployments are bound by severe constraints: limited actuator availability, heterogeneous communication latencies, and…

Optimization and Control · Mathematics 2026-05-04 Jiguang Yu

We study methods for solving stochastic control problems of systems of forward-backward mean-field equations with delay, in finite or infinite horizon. Necessary and sufficient maximum principles under partial information are given. The…

Optimization and Control · Mathematics 2016-10-31 Nacira Agram , Elin Engen Rose

In this paper we consider an optimal control problem for a large population of interacting agents with deterministic dynamics, aggregating potential and constraints on reciprocal distances, in dimension 1. We study existence and qualitative…

Analysis of PDEs · Mathematics 2021-05-26 Annalisa Cesaroni , Marco Cirant

We study Mean Field stochastic control problems where the cost function and the state dynamics depend upon the joint distribution of the controlled state and the control process. We prove suitable versions of the Pontryagin stochastic…

Optimization and Control · Mathematics 2018-06-26 Beatrice Acciaio , Julio Backhoff-Veraguas , Rene Carmona

In this paper we are interested in a new type of {\it mean-field}, non-Markovian stochastic control problems with partial observations. More precisely, we assume that the coefficients of the controlled dynamics depend not only on the paths…

Probability · Mathematics 2017-02-21 Rainer Buckdahn , Juan Li , Jin Ma

In recent years, numerous studies have focused on the mathematical modeling of social dynamics, with self-organization, i.e., the autonomous pattern formation, as the main driving concept. Usually, first or second order models are employed…

Optimization and Control · Mathematics 2016-09-26 Mattia Bongini , Massimo Fornasier

We address the problem of controlling the density of a large ensemble of follower agents by acting on a group of leader agents that interact with them. Using coupled partial integro-differential equations to describe leader and follower…

Systems and Control · Electrical Eng. & Systems 2025-05-08 Gian Carlo Maffettone , Alain Boldini , Maurizio Porfiri , Mario di Bernardo

We consider the stochastic optimal control problem of nonlinear mean-field systems in discrete time. We reformulate the problem into a deterministic control problem with marginal distribution as controlled state variable, and prove that…

Probability · Mathematics 2015-12-01 Huyên Pham , Xiaoli Wei

Optimal control of large particle systems with collective dynamics by few agents is a subject of high practical importance (e.g. in evacuation dynamics), but still limited mathematical basis. In particular the transition from discrete…

Optimization and Control · Mathematics 2016-10-06 Martin Burger , René Pinnau , Andreas Roth , Claudia Totzeck , Oliver Tse

Conditional McKean-Vlasov control problems involve controlling McKean-Vlasov diffusions where the interaction occurs through the law of the state process conditionally on it staying in a domain. Introduced by Lions in his 2016 lectures at…

Probability · Mathematics 2025-10-09 René Carmona , Ludovic Tangpi , Kaiwen Zhang

A fundamental concept in control theory is that of controllability, where any system state can be reached through an appropriate choice of control inputs. Indeed, a large body of classical and modern approaches are designed for controllable…

Optimization and Control · Mathematics 2022-06-13 Yonathan Efroni , Sham Kakade , Akshay Krishnamurthy , Cyril Zhang

This article is concerned with stochastic control problems for backward doubly stochastic differential equations of mean-field type, where the coefficient functions depend on the joint distribution of the state process and the control…

Probability · Mathematics 2022-05-26 Jian Song , Meng Wang

This paper investigates the social optimality of linear quadratic mean field control systems with unmodeled dynamics. The objective of agents is to optimize the social cost, which is the sum of costs of all agents. By variational analysis…

Optimization and Control · Mathematics 2020-11-30 Bing-Chang Wang , Yong Liang

Highway vehicular traffic is an inherently multi-agent problem. Traffic jams can appear and disappear mysteriously. We develop a method for traffic flow control that is applied at the vehicular level via mean-field games. We begin this work…

Optimization and Control · Mathematics 2023-06-06 Amoolya Tirumalai , John S. Baras

We study the sparse stabilization of nonlinear multi-agent systems within a mean-field optimal control framework. The goal is to drive large populations of interacting agents toward consensus with minimal control effort. In the mean-field…

Optimization and Control · Mathematics 2025-11-18 Giacomo Albi , Dante Kalise , Chiara Segala , Franco Zivcovich