Related papers: The turnpike property for mean-field optimal contr…
We establish a general framework that guarantees the preservation of optimal control patterns as the time horizon $[0,T]$ increases and becomes unbounded. A concept of pattern-preserving family of optimal control problems is introduced and…
In this letter, we study the energy-optimal control of nonlinear port-Hamiltonian (pH) systems in discrete time. For continuous-time pH systems, energy-optimal control problems are strictly dissipative by design. This property, stating that…
We consider a class of closed loop stochastic optimal control problems in finite time horizon, in which the cost is an expectation conditional on the event that the process has not exited a given bounded domain. An important difficulty is…
In this note, we show that a natural optimal control problem for the $\infty$-obstacle problem admits an optimal control which is also an optimal state. Moreover, we show the convergence of the minimal value of an optimal control problem…
In this paper, we address the problem of modeling the traffic flow of a heritage city whose streets are represented by a network. We consider a mean field approach where the standard forward backward system of equations is also intertwined…
In this paper, we study the maximum principle of mean field type control problems when the volatility function depends on the state and its measure and also the control, by using our recently developed method. Our method is to embed the…
The well-posedness of a multi-population dynamical system with an entropy regularization and its convergence to a suitable mean-field approximation are proved, under a general set of assumptions. Under further assumptions on the evolution…
Physical systems driven away from equilibrium by an external controller dissipate heat to the environment; the excess entropy production in the thermal reservoir can be interpreted as a "cost" to transform the system in a finite time. The…
This paper addresses the problem of a boundary control design for traffic evolving in a large-scale urban network. The traffic state is described on a macroscopic scale and corresponds to the vehicle density, whose dynamics are governed by…
We provide simple necessary and sufficient conditions under which a path constitutes a solution to an infinite-horizon, continuous-time optimal control problem. We prove transversality conditions under standard assumptions. We also present…
The solutions to surface evolution problems like mean curvature flow can be expressed as value functions of suitable stochastic control problems, obtained as limit of a family of regularised control problems. The control-theoretical…
Mean field limits are an important tool in the context of large-scale dynamical systems, in particular, when studying multiagent and interacting particle systems. While the continuous-time theory is well-developed, few works have considered…
We discuss the system of Fokker-Planck and Hamilton-Jacobi-Bellman equations arising from the finite horizon control of McKean-Vlasov dynamics. We give examples of existence and uniqueness results. Finally, we propose some simple models for…
This paper is concerned with optimal control problems for systems governed by mean-field stochastic differential equation, in which the control enters both the drift and the diffusion coefficient. We prove that the relaxed state process,…
In this paper, we study a natural optimal control problem associated to the Paneitz obstacle problem on closed 4-dimensional Riemannian manifolds. We show the existence of an optimal control which is an optimal state and induces also a…
We consider the problem of minimizing the supplied energy of infinite-dimensional linear port-Hamiltonian systems and prove that optimal trajectories exhibit the turnpike phenomenon towards certain subspaces induced by the dissipation of…
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…
In this study, we consider an optimal control problem driven by a stochastic differential equation with state constraints. Here, the state constraints mean the constraints about the path of state. In order to show the maximum principe for…
The finite horizon $H_2/H_\infty$ control problem of mean-field type for discrete-time systems is considered in this paper. Firstly, we derive a mean-field stochastic bounded real lemma (SBRL). Secondly, a sufficient condition for the…
We consider the long-time behavior of equilibrium strategies and state trajectories in a linear quadratic $N$-player game with Gaussian initial data. By comparing the finite-horizon game with its ergodic counterpart, we establish…