The turnpike property for mean-field optimal control problems
Fuente:
arXiv
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Preprint |
| Veröffentlicht: |
2023
|
| Schlagworte: | |
| Online-Zugang: | |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| _version_ | 1866929597102161920 |
|---|---|
| author | Gugat, Martin Herty, Michael Segala, Chiara |
| author_facet | Gugat, Martin Herty, Michael Segala, Chiara |
| contents | We study the turnpike phenomenon for optimal control problems with mean field dynamics that are obtained as the limit $N\rightarrow \infty$ of systems governed by a large number $N$ of ordinary differential equations. We show that the optimal control problems with with large time horizons give rise to a turnpike structure of the optimal state and the optimal control. For the proof, we use the fact that the turnpike structure for the problems on the level of ordinary differential equations is preserved under the corresponding mean-field limit. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2303_02005 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | The turnpike property for mean-field optimal control problems Gugat, Martin Herty, Michael Segala, Chiara Optimization and Control 93C20, 35L04, 35Q89, 49N10 We study the turnpike phenomenon for optimal control problems with mean field dynamics that are obtained as the limit $N\rightarrow \infty$ of systems governed by a large number $N$ of ordinary differential equations. We show that the optimal control problems with with large time horizons give rise to a turnpike structure of the optimal state and the optimal control. For the proof, we use the fact that the turnpike structure for the problems on the level of ordinary differential equations is preserved under the corresponding mean-field limit. |
| title | The turnpike property for mean-field optimal control problems |
| topic | Optimization and Control 93C20, 35L04, 35Q89, 49N10 |
| url | https://arxiv.org/abs/2303.02005 |