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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…

偏微分方程分析 · 数学 2020-11-17 Massimo Fornasier , Stefano Lisini , Carlo Orrieri , Giuseppe Savaré

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.…

最优化与控制 · 数学 2021-06-15 Giacomo Albi , Stefano Almi , Marco Morandotti , Francesco Solombrino

We consider interacting agent systems with a large number of stochastic agents (or particles) influenced by a fixed number of external stochastic lead agents. Such examples arise, for example in models of opinion dynamics, where a small…

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…

最优化与控制 · 数学 2019-02-20 Massimo Fornasier , Francesco Solombrino

The paper focuses on mean-field type multi-agent control problems with finite state and action spaces where the dynamics and cost structures are symmetric and homogeneous, and are affected by the distribution of the agents. A standard…

最优化与控制 · 数学 2025-07-03 Erhan Bayraktar , Ali D. Kara

We analyze the dynamics of multi-agent collective behavior models and their control theoretical properties. We first derive a large population limit to parabolic diffusive equations. We also show that the non-local transport equations…

偏微分方程分析 · 数学 2019-02-12 Umberto Biccari , Dongnam Ko , Enrique Zuazua

In this article, we employ an input-output approach to expand the study of cooperative multi-agent control and optimization problems characterized by mean-field interactions that admit decentralized and selfish solutions. The setting…

最优化与控制 · 数学 2025-10-02 Vivek Khatana , Duo Wang , Petros Voulgaris , Nicola Elia , Naira Hovakimyan

In this paper, we investigate the interaction of two populations with a large number of indistinguishable agents. The problem consists in two levels: the interaction between agents of a same population, and the interaction between the two…

最优化与控制 · 数学 2018-10-30 Alain Bensoussan , Tao Huang , Mathieu Laurière

The paper is concerned with the study of a control system consisting of one major agent and many identical minor agents in the limit case when the number of agents tends to infinity. To study the limiting system we use the mean field…

最优化与控制 · 数学 2022-12-13 Yurii Averboukh

We study a multi-agent mean field type control problem in discrete time where the agents aim to find a socially optimal strategy and where the state and action spaces for the agents are assumed to be continuous. The agents are only weakly…

最优化与控制 · 数学 2025-04-01 Erhan Bayraktar , Nicole Bauerle , Ali Devran Kara

In this paper we consider an optimal control problem for a large population of interacting agents with deterministic dynamics, aggregating potential and constraints on reciprocal distances, in dimension 1. We study existence and qualitative…

偏微分方程分析 · 数学 2021-05-26 Annalisa Cesaroni , Marco Cirant

Multi-agent reinforcement learning methods have shown remarkable potential in solving complex multi-agent problems but mostly lack theoretical guarantees. Recently, mean field control and mean field games have been established as a…

机器学习 · 计算机科学 2021-12-20 Kai Cui , Anam Tahir , Mark Sinzger , Heinz Koeppl

We consider deterministic mean field games where the dynamics of a typical agent is non-linear with respect to the state variable and affine with respect to the control variable. Particular instances of the problem considered here are mean…

最优化与控制 · 数学 2022-12-21 Justina Gianatti , Francisco J. Silva

In this paper we consider a mean field optimal control problem with an aggregation-diffusion constraint, where agents interact through a potential, in the presence of a Gaussian noise term. Our analysis focuses on a PDE system coupling a…

偏微分方程分析 · 数学 2019-09-25 Jose A. Carrillo , Edgard A. Pimentel , Vardan K. Voskanyan

In this work we are interested in the mean-field formulation of kinetic models under control actions where the control is formulated through a model predictive control strategy (MPC) with varying horizon. The relation between the (usually…

最优化与控制 · 数学 2015-11-30 Michael Herty , Mattia Zanella

This paper studies social optimal control of mean field LQG (linear-quadratic-Gaussian) models with uncertainty. Specially, the uncertainty is represented by a uncertain drift which is common for all agents. A robust optimization approach…

最优化与控制 · 数学 2019-08-06 Bing-Chang Wang , Jianhui Huang , Ji-Feng Zhang

We develop the linear programming approach to mean-field games in a general setting. This relaxed control approach allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We consider…

最优化与控制 · 数学 2020-11-24 Roxana Dumitrescu , Marcos Leutscher , Peter Tankov

Controlling large particle systems in collective dynamics by a few agents is a subject of high practical importance, e.g., in evacuation dynamics. In this paper we study an instantaneous control approach to steer an interacting particle…

最优化与控制 · 数学 2020-01-29 Martin Burger , Rene Pinnau , Claudia Totzeck , Oliver Tse , Andreas Roth

In this article, we propose a new unifying framework for the investigation of multi-agent control problems in the mean-field setting. Our approach is based on a new definition of differential inclusions for continuity equations formulated…

最优化与控制 · 数学 2020-09-15 Benoît Bonnet , Hélène Frankowska

Optimal control of large particle systems with collective dynamics by few agents is a subject of high practical importance (e.g. in evacuation dynamics), but still limited mathematical basis. In particular the transition from discrete…

最优化与控制 · 数学 2016-10-06 Martin Burger , René Pinnau , Andreas Roth , Claudia Totzeck , Oliver Tse
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