Exponential turnpike property for particle systems and mean-field limit

Fuente: arXiv
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Main Authors: Herty, Michael, Zhou, Yizhou
Format: Preprint
Published: 2024
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author Herty, Michael
Zhou, Yizhou
author_facet Herty, Michael
Zhou, Yizhou
contents This work is concerned with the exponential turnpike property for optimal control problems of particle systems and their mean-field limit. Under the assumption of the strict dissipativity of the cost function, exponential estimates for both optimal states and optimal control are proven. Moreover, we show that all the results for particle systems can be preserved under the limit in the case of infinitely many particles.
format Preprint
id arxiv_https___arxiv_org_abs_2406_17127
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Exponential turnpike property for particle systems and mean-field limit
Herty, Michael
Zhou, Yizhou
Optimization and Control
93C20, 35Q89, 49N10
This work is concerned with the exponential turnpike property for optimal control problems of particle systems and their mean-field limit. Under the assumption of the strict dissipativity of the cost function, exponential estimates for both optimal states and optimal control are proven. Moreover, we show that all the results for particle systems can be preserved under the limit in the case of infinitely many particles.
title Exponential turnpike property for particle systems and mean-field limit
topic Optimization and Control
93C20, 35Q89, 49N10
url https://arxiv.org/abs/2406.17127