Related papers: Mean field control with absorption
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…
A Deterministic affine quadratic optimal control problem is considered. Due to the nature of the problem, optimal controls exist under some very mild conditions. Further, it is shown that under some assumptions, the value function is…
We investigate the global numerical approximation of a class of extended mean field control problems (MFC), where the dynamics and costs depend on the joint distribution of the state and the control. We propose a framework to approximate…
We study a family of stochastic control problems arising in typical applications (such as boundary control and control of delay equations with delay in the control) with the ultimate aim of finding solutions of the associated HJB equations,…
We study Hamilton Jacobi Bellman equations in an infinite dimensional Hilbert space, with Lipschitz coefficients, where the Hamiltonian has superquadratic growth with respect to the derivative of the value function, and the final condition…
A mean-field selective optimal control problem of multipopulation dynamics via transient leadership is considered. The agents in the system are described by their spatial position and their probability of belonging to a certain population.…
In this paper we use the theory of viscosity solutions for Hamilton-Jacobi equations to study propagation phenomena in kinetic equations. We perform the hydrodynamic limit of some kinetic models thanks to an adapted WKB ansatz. Our models…
Stochastic optimal control problems governed by delay equations with delay in the control are usually more difficult to study than the the ones when the delay appears only in the state. This is particularly true when we look at the…
In this paper we study a first extension of the theory of mild solutions for HJB equations in Hilbert spaces to the case when the domain is not the whole space. More precisely, we consider a half-space as domain, and a semilinear…
We study the optimal control of mean-field systems with heterogeneous and asymmetric interactions. This leads to considering a family of controlled Brownian diffusion processes with dynamics depending on the whole collection of marginal…
This paper investigates a class of multiscale stochastic control problems driven by $\alpha$-stable L\'evy noises, where the controlled dynamics evolve across separate slow and fast time scales. The associated value functions are governed…
This article proves the well posedness of the boundary value problemthat arises when PML algorithms are applied to Pauli's equationswith a three dimensional rectangle as computational domain. The absorptionsare positive near the boundary…
This paper contributes to the compactification approach to study mean-field control problems with Poissonian common noise. To overcome the lack of compactness and continuity issues caused by common noise, we exploit the point process…
A common approach for the numerical simulation of wave propagation on a spatially unbounded domain is to truncate the domain via an artificial boundary, thus forming a finite computational domain with an outer boundary. Absorbing boundary…
We study a limiting absorption principle for the boundary-value problem describing a hybrid plasma resonance, with a regular coefficient in the principal part of the operator that vanishes on a curve inside the domain and changes its sign…
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 study the periodic homogenization of convex Hamilton-Jacobi equations on perforated domains with Dirichlet boundary conditions. By analyzing the optimal control representation of the solutions and the properties of the metric function…
The ergodic control problem for a non-degenerate controlled diffusion controlled through its drift is considered under a uniform stability condition that ensures the well-posedness of the associated Hamilton-Jacobi-Bellman (HJB) equation. A…
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…
Environmental management optimizing a long-run objective is an ergodic control problem whose resolution can be achieved by solving an associated non-local Hamilton-Jacobi-Bellman (HJB) equation having an effective Hamiltonian. Focusing on…