Related papers: Vanishing viscosity for linear-quadratic mean-fiel…
We establish an algebraic rate of convergence in the large number of players limit of the value functions of N-particle stochastic control problems towards the value function of the corresponding McKean-Vlasov problem also known as mean…
This paper is concerned with the distributed linear quadratic optimal control problem. In particular, we consider a suboptimal version of the distributed optimal control problem for undirected multi-agent networks. Given a multi-agent…
The present work addresses a finite-horizon linear-quadratic optimal control problem for uncertain systems driven by piecewise constant controls. The precise values of the system parameters are unknown, but assumed to belong to a finite set…
The purpose of this note is to provide an optimal rate of convergence in the vanishing viscosity regime for first-order Hamilton-Jacobi equations with purely quadratic Hamiltonian. We show that for a globally Lipschitz-continuous terminal…
Problem of damping of an arbitrary number of linear oscillators under common bounded control is considered. We are looking for a feedback control steering the system to the equilibrium. The obtained control is asymptotically optimal: the…
In this paper, we propose a time-dependent viscous system and by using the vanishing viscosity method we show the existence of delta shock solution for a particular $2 \times 2$ system of conservation laws with linear damping.
In this paper, we study an optimal control problem for a viscous Cahn--Hilliard system with zero Neumann boundary conditions in which a hyperbolic relaxation term involving the second time derivative of the chemical potential has been added…
In this paper, we study the linear-quadratic control problem for mean-field backward stochastic differential equations (MF-BSDE) with random coefficients. We first derive a preliminary stochastic maximum principle to analyze the unique…
In this work, we focus on an infinite horizon mean-field linear-quadratic stochastic control problem with jumps. Firstly, the infinite horizon linear mean-field stochastic differential equations and backward stochastic differential…
We consider the homogenization of a semilinear heat equation with vanishing viscosity and with oscillating positive potential depending on $u/\varepsilon$. According to the rate between the frequency of oscillations in the potential and the…
In this article, we provide sufficient conditions under which the controlled vector fields solution of optimal control problems formulated on continuity equations are Lipschitz regular in space. Our approach involves a novel combination of…
Following Kolokoltsov's work [1], we present an extension of mean-field control theory in quantum framework. In particular such an extension is done naturally by considering the Belavkin quantum filtering and control theory in a mean-field…
We study a finite-dimensional continuous-time optimal control problem on finite horizon for a controlled diffusion driven by Brownian motion, in the linear-quadratic case. We admit stochastic coefficients, possibly depending on an…
We consider generalized gradient systems with rate-independent and rate-dependent dissipation potentials. We provide a general framework for performing a vanishing-viscosity limit leading to the notion of parametrized and true…
We consider the Cauchy problem for a class of nonlinear degenerate parabolic equa- tion with forcing. By using the vanishing viscosity method we obtain generalized solutions. We prove some regularity results about this generalized…
Motivated by applications in natural resource management, risk management, and finance, this paper is focused on an ergodic two-sided singular control problem for a general one-dimensional diffusion process. The control is given by a…
In this paper, an extension of a linear control design for hyperbolic linear partial differential equations is presented for a first-order traffic flow model. Starting from the Lighthill-Whitham-Richards (LWR) model, variable speed limit…
Systems of the first order partial differential equations with singular solutions appear in many multiphysics problems and the weak formulation of solutions involve in many cases product of distributions. In this paper we study such a…
In this paper, we consider a class of infinitely degenerate partial differential systems to obtain the Nash equilibria in the mean field games. The degeneracy in the diffusion and the Hamiltonian may be different. This feature brings…
This paper studies uniform stabilization and social optimality for linear quadratic (LQ) mean field control problems with multiplicative noise, where agents are coupled via dynamics and individual costs. The state and control weights in…