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Related papers: Mean field control with absorption

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We show the existence of "mild solutions" for a first-order mean field game of controls under the state constraint that trajectories be confined in a closed and bounded set in euclidean space. This extends the results of Cannarsa and…

Optimization and Control · Mathematics 2023-01-24 Jameson Graber , Sergio Mayorga

This paper is devoted to finite horizon deterministic mean field games in which the state space is a network. The agents control their velocity, and when they occupy a vertex, they can enter into any incident edge. The running and terminal…

Optimization and Control · Mathematics 2023-11-21 Yves Achdou , Paola Mannucci , Claudio Marchi , Nicoletta Tchou

In the paper [P. Cannarsa, C. Mendico, Asymptotic analysis for Hamilton-Jacobi- Bellman equations on Euclidean space, (2021) Arxiv], we proved the existence of the limit as the time horizon goes to infinity of the averaged value function of…

Optimization and Control · Mathematics 2022-04-28 Piermarco Cannarsa , Cristian Mendico

The purpose of this paper is to review and highlight some connections between the problem of nonlinear smoothing and optimal control of the Liouville equation. The latter has been an active area of recent research interest owing to work in…

Optimization and Control · Mathematics 2023-03-23 Jin W. Kim , Prashant G. Mehta

We introduce a regulated stochastic diffusion model for the recycling rate and formulate a joint control problem over production and process innovation via the dynamics of recycling investment and product pricing. The resulting stochastic…

Optimization and Control · Mathematics 2026-04-03 Bowen Xie , Yijin Gao

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…

Optimization and Control · Mathematics 2015-06-18 Massimo Fornasier , Benedetto Piccoli , Francesco Rossi

The optimal \(H_{\infty}\) control problem over an infinite time horizon, which incorporates a performance function with a discount factor \(e^{-\alpha t}\) (\(\alpha > 0\)), is important in various fields. Solving this optimal…

Optimization and Control · Mathematics 2024-10-04 Guoyuan Chen , Yi Wang , Qinglong Zhou

The paper is concerned with the deterministic limit of mean field games with the nonlocal coupling. It is assumed that the dynamics of mean field games are given by nonlinear Markov processes. This type of games includes stochastic mean…

Optimization and Control · Mathematics 2018-01-08 Yurii Averboukh

We study the mean field limit of one-particle reduced density matrices, for a bosonic system in an initial state with a fixed number of particles, only a fraction of which occupies the same state, and for linear combinations of such states.…

Mathematical Physics · Physics 2013-05-27 Marco Falconi

We consider the time evolution of a system of $N$ identical bosons whose interaction potential is rescaled by $N^{-1}$. We choose the initial wave function to describe a condensate in which all particles are in the same one-particle state.…

Mathematical Physics · Physics 2015-05-13 Antti Knowles , Peter Pickl

We consider extended mean-field control problems with multi-dimensional singular controls. A key challenge when analysing singular controls are jump costs. When controls are one-dimensional, jump costs are most naturally computed by linear…

Mathematical Finance · Quantitative Finance 2025-09-16 Robert Denkert , Ulrich Horst

We investigate time-dependent mean-field games with superquadratic Hamiltonians and a power dependence on the measure. Such problems pose substantial mathematical challenges as the key techniques used in the subquadratic case do not extend…

Analysis of PDEs · Mathematics 2014-08-29 Diogo A. Gomes , Edgard Pimentel , Héctor Sánchez-Morgado

Let $(\Sigma,g)$ be a compact Riemann surface with smooth boundary $\partial\Sigma$, $\Delta_g$ be the Laplace-Beltrami operator, and $h$ be a positive smooth function. Using a min-max scheme introduced by Djadli-Malchiodi (2006) and Djadli…

Differential Geometry · Mathematics 2022-01-06 Jiayu Li , Linlin Sun , Yunyan Yang

We study a mean field optimal control problem with general non-Markovian dynamics, including both common noise and jumps. We show that its minimizers are Nash equilibria of an associated mean field game of controls. These types of games are…

Optimization and Control · Mathematics 2025-05-12 Felix Höfer , H. Mete Soner

In this paper, we deal with a minimum time problem in presence of a time delay $\tau.$ The value function of the considered optimal control problem is no longer defined in a subset of $\mathbb{R}^{n}$, as it happens in the undelayed case,…

Optimization and Control · Mathematics 2024-12-03 Elisa Continelli , Cristina Pignotti

A new framework for formulating reachability problems with competing inputs, nonlinear dynamics and state constraints as optimal control problems is developed. Such reach-avoid problems arise in, among others, the study of safety problems…

Optimization and Control · Mathematics 2009-11-25 Kostas Margellos , John Lygeros

We consider first-order conservative systems of particles with binary Coulomb interactions in the mean-field scaling regime in dimensions $d\geq 3$. We show that if at some time, the associated sequence of empirical measures converges in a…

Analysis of PDEs · Mathematics 2020-10-21 Matthew Rosenzweig

We study the periodic homogenization for convex Hamilton-Jacobi equations on perforated domains under the Neumann type boundary conditions. We consider two types of conditions, the oblique derivative boundary condition and the prescribed…

Analysis of PDEs · Mathematics 2026-03-02 Hiroyoshi Mitake , Panrui Ni

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…

Optimization and Control · Mathematics 2016-11-15 Maonin Tang , Qingxin Meng

This paper studies optimal control and stabilization problems for continuous-time mean-field systems with input delay, which are the fundamental development of control and stabilization problems for mean-field systems. There are two main…

Optimization and Control · Mathematics 2020-10-19 Xiao Ma , Qingyuan Qi , Xun Li , Huanshui Zhang