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Related papers: Mean field type control with congestion

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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…

Analysis of PDEs · Mathematics 2019-09-25 Jose A. Carrillo , Edgard A. Pimentel , Vardan K. Voskanyan

In this paper, we consider linear quadratic optimal control with mean-field type for discrete-time stochastic systems with state and control dependent noise. An optimal control problem is studied for a linear mean-field stochastic…

Optimization and Control · Mathematics 2022-10-06 Arzu Ahmadova , Nazim I. Mahmudov

In this article, from the viewpoint of control theory, we discuss the relationships among the commonly used monotonicity conditions that ensure the well-posedness of the solutions arising from problems of mean field games (MFGs) and mean…

Optimization and Control · Mathematics 2024-12-09 Alain Bensoussan , Ziyu Huang , Shanjian Tang , Sheung Chi Phillip Yam

This paper studies optimal control and stabilization problems for continuous-time mean-field systems with input delay, which are the fundamental development of control and stabilization problems for mean-field systems. There are two main…

Optimization and Control · Mathematics 2020-10-19 Xiao Ma , Qingyuan Qi , Xun Li , Huanshui Zhang

In this work we discuss an Mean Field Games approach to traffic management on multi-lane roads. Such approach is particularly indicated to model self driven vehicles with perfect information of the domain. The mathematical interest of the…

Optimization and Control · Mathematics 2018-05-14 Adriano Festa , Simone Göttlich

Mean field optimal control problems are a class of optimization problems that arise from optimal control when applied to the many body setting. In the noisy case one has a set of controllable stochastic processes and a cost function that is…

Optimization and Control · Mathematics 2021-08-11 Pierfrancesco Urbani

We design and compute a class of optimal control problems for reaction-diffusion systems. They form mean field control problems related to multi-density reaction-diffusion systems. To solve proposed optimal control problems numerically, we…

Optimization and Control · Mathematics 2023-06-13 Guosheng Fu , Stanley Osher , Will Pazner , Wuchen Li

We consider a system of mean field games with local coupling in the deterministic limit. Under general structure conditions on the Hamiltonian and coupling, we prove existence and uniqueness of the weak solution, characterizing this…

Optimization and Control · Mathematics 2014-01-09 Pierre Cardaliaguet , Philip Jameson Graber

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

In this paper, we investigate the interaction of two populations with a large number of indistinguishable agents. The problem consists in two levels: the interaction between agents of a same population, and the interaction between the two…

Optimization and Control · Mathematics 2018-10-30 Alain Bensoussan , Tao Huang , Mathieu Laurière

In a mean field game of controls, players seek to minimize a cost that depends on the joint distribution of players' states and controls. We consider an ergodic problem for second-order mean field games of controls with state constraints,…

Analysis of PDEs · Mathematics 2026-04-10 Jameson Graber , Kyle Rosengartner

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…

Analysis of PDEs · Mathematics 2020-11-17 Massimo Fornasier , Stefano Lisini , Carlo Orrieri , Giuseppe Savaré

In this article, we introduce a method to approximate solutions of some variational mean field game problems with congestion, by finite sets of player trajectories. These trajectories are obtained by solving a minimization problem similar…

Optimization and Control · Mathematics 2022-01-14 Clément Sarrazin

This paper addresses congested transport, which can be described, at macroscopic scales, by a continuity equation with a pressure variable generated from the hard-congestion constraint (maximum value of the density). The main goal of the…

Analysis of PDEs · Mathematics 2024-05-27 Inwon Kim , Antoine Mellet , Jeremy Sheung-Him Wu

Mean-field games (MFGs) are models for large populations of competing rational agents that seek to optimize a suitable functional. In the case of congestion, this functional takes into account the difficulty of moving in high-density areas.…

Analysis of PDEs · Mathematics 2017-10-05 David Evangelista , Rita Ferreira , Diogo A. Gomes , Levon Nurbekyan , Vardan Voskanyan

We analyze a (possibly degenerate) second order mean field games system of partial differential equations. The distinguishing features of the model considered are (1) that it is not uniformly parabolic, including the first order case as a…

Optimization and Control · Mathematics 2014-07-28 Pierre Cardaliaguet , J. Graber , Alessio Porretta , Daniela Tonon

We study a high-dimensional stochastic optimization problem which features both control and stopping. In particular, a central planner steers a large population of particles, and can also remove particles at any time by paying a penalty. In…

Optimization and Control · Mathematics 2026-03-24 Pierre Cardaliaguet , Joe Jackson , Panagiotis E. Souganidis

In this paper, we study the $extended$ mean field control problem, which is a class of McKean-Vlasov stochastic control problem where the state dynamics and the reward functions depend upon the joint (conditional) distribution of the…

Probability · Mathematics 2022-04-06 Mao Fabrice Djete

Mean field games are studied by means of the weak formulation of stochastic optimal control. This approach allows the mean field interactions to enter through both state and control processes and take a form which is general enough to…

Probability · Mathematics 2015-04-09 Rene Carmona , Daniel Lacker

In this article, we propose a new unifying framework for the investigation of multi-agent control problems in the mean-field setting. Our approach is based on a new definition of differential inclusions for continuity equations formulated…

Optimization and Control · Mathematics 2020-09-15 Benoît Bonnet , Hélène Frankowska