Mean-Field Optimal Control and Optimality Conditions in the Space of Probability Measures

نویسندگان

چکیده

We derive a framework to compute optimal controls for problems with states in the space of probability measures. Since many control constrained by system ordinary differential equations modeling interacting particles converge partial equation mean-field limit, it is interesting have calculus directly on mesoscopic level measures which allows us corresponding first-order optimality system. In addition this new calculus, we provide relations resulting derived particle and based $L^2$-calculus under additional regularity assumptions. further justify use $L^2$-adjoint numerical simulations establishing link between adjoint $L^2$-calculus. Moreover, prove convergence rate formulation problem as number tends infinity.

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ژورنال

عنوان ژورنال: Siam Journal on Control and Optimization

سال: 2021

ISSN: ['0363-0129', '1095-7138']

DOI: https://doi.org/10.1137/19m1249461