Related papers: Mean field control with absorption
In this article, we provide an original systematic global-in-time analysis of mean field type control problems on $\mathbb{R}^n$ with generic cost functionals by the modified approach but not the same, firstly proposed in [7], as the…
Liquid droplet dynamics are widely used in biological and engineering applications, which contain complex interfacial instabilities and pattern formation such as droplet merging, splitting, and transport. This paper studies a class of mean…
Current metrological bounds typically assume full control over all particles that are involved in the protocol. Relaxing this assumption we study metrological performance when only limited control is available. As an example, we measure a…
We study so-called supercritical mean-field limits of systems of trapped particles moving according to Newton's second law with either Coulomb/super-Coulomb or regular interactions, from which we derive a $\mathsf{d}$-dimensional…
The focus of this article is studying an optimal control problem for branching diffusion processes. Initially, we introduce the problem in its strong formulation and expand it to include linearly growing drifts. Then, we present a relaxed…
We consider the phenomenon of eigenvalue absorption for a many body Hamiltonian, which depends on a parameter. The conditions on pair potentials, which guarantee that the eigenvalues approaching the bottom of the continuous spectrum become…
We study a class of optimal control problems with state constraints where the state equation is a differential equation with delays. This class includes some problems arising in economics, in particular the so-called models with time to…
This work puts forward a novel numerical approach for solving the stochastic optimal control problem (SOCP) and the mean field control (MFC) problem using projection algorithm inspired by the stochastic maximum principle (SMP) which is also…
A basic problem in the relativistic quantum Hamilton-Jacobi theory is to understand whether it may admit superluminal solutions. Here we consider the averaging of the speed on a period of the oscillating term which is similar to Dirac's…
The objective of this paper is to provide an equivalent of the theory developed in P.~Cardaliaguet, F.~Delarue, J.M.~Lasry, P.L.~Lions \cite{CDLL}, following the approach of control on Hilbert spaces introduced by the authors in…
The study of the normalized sum of random variables and its asymptotic behaviour has been and continues to be a central chapter in probability and statistical mechanics. When those variables are independent the central limit theorem ensures…
We study the homogenization of first-order Hamilton-Jacobi equations on an infinite-dimensional Hilbert space, motivated by systems of infinitely many indistinguishable particles on the torus. A central difficulty is that the analysis takes…
A general time-inconsistent optimal control problem is considered for stochastic differential equations with deterministic coefficients. Under suitable conditions, a Hamilton-Jacobi-Bellman type equation is derived for the equilibrium value…
Optimal control of interacting particles governed by stochastic evolution equations in Hilbert spaces is an open area of research. Such systems naturally arise in formulations where each particle is modeled by stochastic partial…
We consider the one-dimensional stationary first-order mean-field game (MFG) system with the coupling between the Hamilton-Jacobi equation and the transport equation. In both cases that the coupling is strictly increasing and decreasing…
We study mean-field control (MFC) problems with common noise using the control randomisation framework, where we substitute the control process with an independent Poisson point process, controlling its intensity instead. To address the…
This work is the third part of a program initiated in arXiv:2111.13258, arXiv:2302.06571 aiming at the development of an intrinsic geometric well-posedness theory for Hamilton-Jacobi equations related to controlled gradient flow problems in…
We consider optimal control problems for systems governed by mean-field stochastic differential equations, where the control enters both the drift and the diffusion coefficient. We study the relaxed model, in which admissible controls are…
In this paper, we study the generalized mean-field stochastic control problem when the usual stochastic maximum principle (SMP) is not applicable due to the singularity of the Hamiltonian function. In this case, we derive a second order…
The adsorption of particles diffusing in a half-space bounded by the substrate and irreversibly sticking to the substrate upon contacts is investigated. We show that when absorbing particles are planar disks diffusing in the…