Vanishing viscosity in mean-field optimal control
نویسندگان
چکیده
We show the existence of Lipschitz-in-space optimal controls for a class mean-field control problems with dynamics given by non-local continuity equation. The proof relies on vanishing viscosity method: we prove convergence same problem where diffusion term is added, small parameter. By using stochastic control, first sequence diffusion. then build optimizer original letting parameter go to zero.
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ژورنال
عنوان ژورنال: ESAIM: Control, Optimisation and Calculus of Variations
سال: 2023
ISSN: ['1262-3377', '1292-8119']
DOI: https://doi.org/10.1051/cocv/2023024