Exponential turnpike property for particle systems and mean-field limit

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...

Full description

Saved in:
Bibliographic Details
Main Authors: Michael Herty, Yizhou Zhou
Format: Article
Language:English
Published: Cambridge University Press
Series:European Journal of Applied Mathematics
Subjects:
Online Access:https://www.cambridge.org/core/product/identifier/S0956792524000871/type/journal_article
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary: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.
ISSN:0956-7925
1469-4425