Constrained mean-field control with singular controls: Existence, stochastic maximum principle and constrained FBSDE

Fuente: arXiv
Guardado en:
Detalles Bibliográficos
Autores principales: Bo, Lijun, Wang, Jingfei, Yu, Xiang
Formato: Preprint
Publicado: 2025
Materias:
Acceso en línea:
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
_version_ 1866914508300091392
author Bo, Lijun
Wang, Jingfei
Yu, Xiang
author_facet Bo, Lijun
Wang, Jingfei
Yu, Xiang
contents This paper studies a class of mean-field control (MFC) problems with singular controls under general dynamic state-control-law constraints. We first propose a customized relaxed control formulation to cope with the dynamic mixed constraints and establish the existence of an optimal control using compactification argument in the proper canonical spaces to accommodate singular controls. To further characterize the optimal pair of regular and singular controls, we treat the controlled McKean-Vlasov process as an infinite-dimensional equality constraint and recast the MFC problem as an optimization problem on canonical spaces with constraints on Banach space, allowing us to derive the stochastic maximum principle (SMP) and a class of constrained BSDE using a new Lagrange multipliers method. Additionally, we investigate the uniqueness and the stability result of the solution to the constrained FBSDE associated with the constrained MFC with singular controls.
format Preprint
id arxiv_https___arxiv_org_abs_2501_12731
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Constrained mean-field control with singular controls: Existence, stochastic maximum principle and constrained FBSDE
Bo, Lijun
Wang, Jingfei
Yu, Xiang
Optimization and Control
Probability
This paper studies a class of mean-field control (MFC) problems with singular controls under general dynamic state-control-law constraints. We first propose a customized relaxed control formulation to cope with the dynamic mixed constraints and establish the existence of an optimal control using compactification argument in the proper canonical spaces to accommodate singular controls. To further characterize the optimal pair of regular and singular controls, we treat the controlled McKean-Vlasov process as an infinite-dimensional equality constraint and recast the MFC problem as an optimization problem on canonical spaces with constraints on Banach space, allowing us to derive the stochastic maximum principle (SMP) and a class of constrained BSDE using a new Lagrange multipliers method. Additionally, we investigate the uniqueness and the stability result of the solution to the constrained FBSDE associated with the constrained MFC with singular controls.
title Constrained mean-field control with singular controls: Existence, stochastic maximum principle and constrained FBSDE
topic Optimization and Control
Probability
url https://arxiv.org/abs/2501.12731