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...

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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
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author Michael Herty
Yizhou Zhou
author_facet Michael Herty
Yizhou Zhou
author_sort Michael Herty
collection DOAJ
description 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 Article
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institution Kabale University
issn 0956-7925
1469-4425
language English
publisher Cambridge University Press
record_format Article
series European Journal of Applied Mathematics
spelling doaj-art-879bde042dd6427b986346aa6daa36262025-01-27T08:02:47ZengCambridge University PressEuropean Journal of Applied Mathematics0956-79251469-442511910.1017/S0956792524000871Exponential turnpike property for particle systems and mean-field limitMichael Herty0Yizhou Zhou1https://orcid.org/0009-0003-8522-2664IGPM, RWTH Aachen University, Aachen, GermanyIGPM, RWTH Aachen University, Aachen, GermanyThis 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.https://www.cambridge.org/core/product/identifier/S0956792524000871/type/journal_articleexponential turnpike propertymean-field limitoptimal control93C2049N1035Q89
spellingShingle Michael Herty
Yizhou Zhou
Exponential turnpike property for particle systems and mean-field limit
European Journal of Applied Mathematics
exponential turnpike property
mean-field limit
optimal control
93C20
49N10
35Q89
title Exponential turnpike property for particle systems and mean-field limit
title_full Exponential turnpike property for particle systems and mean-field limit
title_fullStr Exponential turnpike property for particle systems and mean-field limit
title_full_unstemmed Exponential turnpike property for particle systems and mean-field limit
title_short Exponential turnpike property for particle systems and mean-field limit
title_sort exponential turnpike property for particle systems and mean field limit
topic exponential turnpike property
mean-field limit
optimal control
93C20
49N10
35Q89
url https://www.cambridge.org/core/product/identifier/S0956792524000871/type/journal_article
work_keys_str_mv AT michaelherty exponentialturnpikepropertyforparticlesystemsandmeanfieldlimit
AT yizhouzhou exponentialturnpikepropertyforparticlesystemsandmeanfieldlimit