Related papers: The turnpike property for mean-field optimal contr…
In this paper, we investigate a mean-field singular stochastic optimal control problem for systems governed by mean-field regime-switching singular stochastic differential equations. The state process is assumed to depend on both a regular…
We study the optimal control of discrete time mean filed dynamical systems under partial observations. We express the global law of the filtered process as a controlled system with its own dynamics. Following a dynamic programming approach,…
We consider an optimal control problem where the state is governed by a free boundary problem called the two-phase membrane problem and the control appears in the coefficients of the characteristic function of the positivity and negativity…
We introduce the concept of {\it mean-field optimal control} which is the rigorous limit process connecting finite dimensional optimal control problems with ODE constraints modeling multi-agent interactions to an infinite dimensional…
We study a class of deterministic mean field games and related optimal control problems, with a finite time horizon and in which the state space is a network. An agent controls her velocity, and, when she occupies a vertex, she can either…
The mean-field game system is treated as an Euler Lagrange system corresponding to an optimal control problem governed by Fokker-Planck equation.
We consider a data-driven formulation of the classical discrete-time stochastic control problem. Our approach exploits the natural structure of many such problems, in which significant portions of the system are uncontrolled. Employing the…
An optimal control problem driven by an ordinary differential equation under continuous state constraints is considered in this study. From an operational point of view, we introduce a discrete state constraints optimal control problem and…
We analyze an algorithm to numerically solve the mean-field optimal control problems by approximating the optimal feedback controls using neural networks with problem specific architectures. We approximate the model by an $N$-particle…
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 introduce the rigorous limit process connecting finite dimensional sparse optimal control problems with ODE constraints, modeling parsimonious interventions on the dynamics of a moving population divided into leaders and followers, to an…
In this paper, we are concerned with a stochastic optimal control problem of mean-field type under partial observation, where the state equation is governed by the controlled nonlinear mean-field stochastic differential equation, moreover…
We develop a limit theory for controlled mean field stochastic partial differential equations in a variational framework. More precisely, we prove existence results for mean field limits and particle approximations, and we establish a…
The minimization of energy-like cost functionals is addressed in the context of optimal control problems. For a general class of dynamical systems, with possibly unstable and nonlinear free dynamics, it is shown that a sequence of solutions…
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…
A counterexample to uniqueness of global minimizers of semilinear optimal control problems is given. The lack of uniqueness occurs for a special choice of the state-target in the cost functional. Our arguments show also that, for some…
Motivated by the applications, a class of optimal control problems is investigated, where the goal is to influence the behavior of a given population through another controlled one interacting with the first. Diffusive terms accounting for…
We consider a class of optimal control problems that arise in connection with optimal advertising under uncertainty. Two main features appear in the model: a delay in the control variable driving the state dynamics; a mean-field term both…
This article concerns a class of time-optimal state constrained control problems with dynamics defined by an ordinary differential equation involving a three-dimensional steady flow vector field. The problem is solved via an indirect method…
In this paper, we solve the problem of simultaneously driving in minimum time to arbitrary final conditions, N two level quantum systems subject to independent controls. The solution of this problem is obtained via an explicit description…